Often times when you get a betta from a store they are stressed, or not in the best of conditions. When the betta is in his new home, well fed, lots of clean water, etc, they start doing better, and they're true colours start to show. IF you get a pale blue fish, that after having for 2-3 weeks turns a deep royal blue, then that is considered colouring up. It's a good thing.
If a fish is a marble, then it is natural for them to change colours, however this is a different occurance.
However colour change can also mean something is wrong, which I hope is not the case for you.