As you lose weight, the padding beneath your skin impolitely referred to as fat disappears. This can lead to some surprises, particularly if you're working your way up the exercise ladder at the same time. As you exercise, you build muscles and increase the performance of the cardiovascular system (heart and blood vessels) that delivers matter and energy throughout your body. New blood vessels grow to fuel the muscles you're adding and more blood flows through the arteries upstream. This, combined with less fat to hide the machinery, may result in your regarding your body one day, especially just after exercising, and wondering if you're in the midst of transmogrifying into a bad guy from one of the lower budget episodes of the original Star Trek. In particular, you may develop bulging blue veins, particularly on your arms and legs.
Unlikely as it may seem, this is a good sign. It indicates you're building muscles and that your heart is increasing in capacity to support them. Before long, everything will re-equilibrate and you'll resemble a human being once again.