Q: My MacBook Pro goes to a blue screen and wont finish loading.

See if you can get it to start in Safe Mode

Also disconnect all peripherals

If it does start up in Safe Mode -

How to Reset NVRAM on your Mac - Apple Support

Reset the System Management Controller (SMC) on your Mac - Apple Support

Here is the link to Safe mode:

• Try safe mode if your Mac doesn't finish starting up - Apple Support

Another angle, covers some same ground:

• OS X Yosemite: If you see a blue screen at startup

And a general rundown of visible issues & probable causes:

• About the screens you see when your Mac starts up - Apple Support

Good luck in any event...!