The Moon, Venus and Jupiter are all in the same part of the sky (Capricorn) at the moment. Venus would be the brightest after the Moon. It may appear blue.
All three of them were close to 22 degrees Capricorn at the time you asked this question. The Moon has moved on a bit by now.
Venus appearing below the Moon is due to its declination in its orbit : that means that in its orbit around the Sun it goes up and down as well as around.