Indigo dyed yarns might stain your hands and knitting needles while knitting. This is absolutely normal as some of the indigo molecules get loose through friction. This is called Crocking an a good example of this can be seen on your jeans. Once you wash of your hands the blue spots disappear.
The loose indigo molecules will not usually stain other yarns in the same project however, as always and especially with mixing saturated colors we recommend to knit and wash a small swatch.