Hi Kenny,
There are two reasons for bluing steel parts, which sometimes overlap. They both result in a range of colours which are produced by the thickness of oxide films on the surface, the thickness of which depends on the temperature to which they're heated. The range of colours produced with increasing temperature goes from pale straw, through dark straw, red-brown, purple, deep blue, pale blue, ending up with practically white; all this is long before the material is hot enough to glow.
The first reason is purely cosmetic and doesn't necessarily require hardening beforehand, (although that does tend to produce better blues). It's also important that the item is properly polished and that it's entirely clean and free of grease, finger marks and any other contamination. This heating alone doesn't produce a change in the hardness, and even mild steel can be blued like this.
The second reason is related to the function of the part; springs need to be springy, screws need to retain their threads and their heads need to resist mangling by screwdrivers. To achieve this, the part must be made of a steel with enough carbon content to allow it to be hardened, typically around 1% to 1.5%, and hardening is a process of heating to a bright red (glowing) state, and then quenching to suddenly reduce the temperature. This alters the crystalline structure of the steel, can be in water, brine or oil, depending on the type of steel, and should result in a part which is hard enough to resist a normal steel file. In this state it's quite brittle but can take a good polish. Once polished and cleaned up as before, the tempering process, which produces the same range of colours as mentioned above, can be done. The use to which the part is to be put governs the appropriate tempering colour. Screws and springs can be tempered to blue, whereas cutters and screwdriver blades are usually left harder by only tempering to a straw colour. In horology, parts are mostly left blued, but for some applications they are polished again and left bright.
Hope this helps,
Graham
