But I've had a car which produced that exact symptom: Puff of steam (which looks like light blue smoke) when starting in the morning. It was definitely a leaking head gasket, and the car got a head gasket replacement which stopped the problem.

Sure the offending cylinder starts out wet and cold, but as soon as combustion gets going (just a few turns of the engine, mere milliseconds), the heat from the first combustion cycles starts turning that wetness into steam, which heads right out the exhaust and makes a nice cloud. (For a short time.) And, also, coincidentally, ruins your oxygen sensor which then needs to be replaced.