From the Super Mario Wiki, the Mario encyclopedia
Blue Electrokoopas are a blue variant of Electro-Koopas, derived from Koopa Troopas, that appear in Super Mario Sunshine. They are one of the two types of Electro-Koopas, along with the red type, and are much smaller and more aggressive than the other type. Blue Electrokoopas are found primarily in Pinna Park, but they also appear in the King Boo fight.
Blue Electrokoopas throw their shells at Mario which can electrocute Mario and remove a portion of his health. The shell returns to the Blue Electrokoopa like a boomerang. To defeat them, Mario can either stomp them once they are exposed after throwing their shells, or spray them with water to make them vulnerable to their own shell. A defeated Blue Electrokoopa releases one coin when jumped on, but it drops four coins if it gets electrocuted by its own shell. If a Blue Electrokoopa throws its shell over a cliff, thus preventing it from returning, the shell disappears after a few moments, but the Blue Electrokoopa spontaneously grows a new one. Similarly, the shell will be destroyed if it lands in water, though it still takes some time before the Blue Electrokoopa replaces it.
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