[Help] How to do that?

[marialeonmar]

Hello guys:

 

Im starting with Photoshop (thats why I do such stupid question) and Im wanting to know how to do that "blue wave":

 

 

 

 

To create it I use pen tool, but how to do that soft blue effect?

 

I know its actually and stupid question, but we have all been newbs :D

 

Thanks