So im doing a cosplay for Terezi Pyrope, And i have recived my snazaroo light grey skin paint, But its light blue when i put it on.. Can anyone help with this?

Have you tried letting it dry really well once applied? It may be light blue wet,  but dries and  appears light  gray when the light catches the  color pigment on the body. It may look light gray when it's all finally applied all over and dry and the clothing surrounding it affects the color better..