Auto mode is auto exposure, and it also always uses auto White Balance and auto ISO, which cannot be turned off in Auto mode. Auto mode is "auto everything".

The A,S,P,M modes only set exposure, but can also use these Auto WB and Auto ISO if you enable them, however they can also be turned off. Probably are not on by default. This can make a big difference, but you can set them as you wish.

A blue picture suggests your white balance is Incandescent (for indoor lights), when maybe it should be Daylight outside. Or Auto white balance can make a fairly decent try at it too, not always right, but halfway close anyway (except Auto WB correction is a bad choice for sunsets). Auto mode will always use Auto White Balance.

See your camera manual index for white balance. It is a basic of photography. Experiment a bit setting it wrong once, Daylight indoors under incandescent light, and Incandescent outdoors in sunlight, and you will get the idea.

Your Exif data should show all the values each picture used, including ISO, white balance, etc. Basics of Exif data is shown when looking at the LCD picture result, then the Up/Down selector buttons scroll though several data screens, some of which show some Exif data (settings data used by that picture shown). One is like this:

A larger and more complete manual for the D3200 is the Reference Manual, available free here (click D3200): http://support.nikonusa.com/app/answers/detail/a_id/13948/~/nikon-product-manuals-available-for-download#Anchor-9