If the phone is Booting into Download Mode repeatedly, (the Blue screen) this sounds like it could be an emmc (motherboard) that is starting to fail.
If it's only happened once, it could be a software / app issue.
I'd Boot into Safe Mode, & keep it in Safe Mode for several hours to see if it happens again.
If it doesn't, then if it was my phone, I'd backup with Smart Switch & Factory Reset, because it could be an app you downloaded that is causing the issue.
If you Factory Reset, I wouldn't restore anything at first. I'd use it for a day & see if it Boots into Download Mode again, if it does it's almost certainly a hardware issue. So if that's the case visit a Samsung Service center to get it checked out.
Hi D3MO, I suggest you please reboot your device in safe mode and check if you are experiencing the issue.
If you are not experiencing any issues in safe mode, then the issue could be due to any third-party application you installed recently.
To do this, you need to completely power off the device.
Then, power on the device, and when the Samsung logo appears, press and hold down the Volume Down key.
If done correctly, "Safe Mode" will display on the bottom left corner of the screen.
Thank you for the response, RedDogRabbit.