No, your monitor colour settings aren't wrong. This is picture of the Red Planet, snapped by NASA's Mars Reconnaissance Orbiter.
The image shows blue sand dunes covering part of the Rabe crater, a 100-kilometre-diameter impact site in the planet's southern highlands. The dunes are an accumulation of basalt sands from the crater's floor, shaped by Martian winds. This close view reveals the thumbprint-like texture of the ridges, troughs and ripples formed there.
The sand is not actually blue. This is the result of using false colours to highlight differences which otherwise would be indistinguishable shades of red