Welcome to the Forum! You made a excellent choice with your first CCW pistol, the S&W M&P Shields are outstanding handguns! Accurate and dependable. I had a Performance Center M&P Shield 9mm for a couple of years and really liked it- it was one of my EDC pistols. I ended up trading that pistol in for a new PC M&P Shield Plus 9mm. Wow, what a great gun! It is an EDC pistol that I carry in a leather pocket holster or Sticky Holster, or occasionally in a CrossBreed AIWB holster.
Don't worry about that blue marking dye...it will quickly wear off, or you can remove the dye when you clean your pistol. I just checked, and the recoil guide rod assembly should be a shiny metal finish without dye. I'm a little surprised that your pistol made it through QC inspection with the dye. Anyway, it's a non issue...enjoy!