Choose one —
• Counter target spell if it's blue.
• Destroy target permanent if it's blue.
The decision to counter a spell or destroy a permanent is a decision made on announcement before the target is selected. If the spell is redirected, this mode can't be changed, so only targets of the selected type are valid.
Pyroblast can target any spell or permanent, not just a blue one. It checks the color of the target only on resolution.