Mr. Farmer,
I am far from an expert on ferrous metallurgy, but I think I can help you a little bit (hopefully without muddying the waters). Normalizing is heating to the critical temp, usually when it turns nonmagnetic at a bright red heat, then air cooling to room temp. Did you test your knife with a file to see if it hardened after the quench? If it isn't a hardenable steel, there's no point in heat treating at all. OTOH, if it did harden, a blue color is a little soft for a knife usually, but it should be very tough now, so you wont have to worry about it breaking. I've never encountered steel pipe that would harden (not enough carbon in the steel), but you might have pipe that does. If it was good steel and you want to try again, I would normalize, harden and temper to desired temperature. Don't use old engine oil anymore, it has nasties in it; use veggie oil instead, works great.
Hope that helps some!
Oh, almost forgot, try to check out some knifemaking/bladesmithing books at your local library; anything by Mr. Steve Sells or Mr. Jim Hrisoulas is good reading. A high school metallurgy textbook is also helpful for understanding how the heat treating thing works, did wonders for me when I started out!