Okay, how to do it. There are many different ways to avoid it.

1. The most common is slowing down or backing up for 2nd place to take it for you. However, this sometimes doesn't work on online play for people will try to do the same to you. (Useful in games such as Mario Kart 7, 8, And Deluxe

2. Using a Mushroom- this only works if you time it right. The video below will show you when you dodge. Right when the Blue Shell is about to swoop down at you. (Useful in games such as Mario Kart 7, 8 And Deluxe)

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3. The Super Horn- If you have this in first place, it can help you destroy the blueshell and to be honest it's so cool in my opinion. See how it just shatters the Blue Shell XD (Mario Kart 8 And Deluxe)

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4. Super Star- if you manage to keep one when you're in first place, it makes you invincible to the Blue Shell. Not only can you avoid blue shells but you can also avoid the Lightning bolt too. Shock dodge!!! (Mario Kart 7, 8, Deluxe

5. Boo item- similar to the Super Star (Mario Kart 8, Deluxe)

6. Bullet Bill- if you manage to snag one of these babies to first place. You can dodge the Blue Shell (Mario Kart 7,8, Deluxe)

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7. Snagging the Blue Shell to first place- I think there's only one Blue Shell that can appear in the race at a time so if you're holding the Blue Shell nothing can happen... Unless you use it on yourself. (Mario Kart 7, 8, Deluxe)

8. Crazy Eight or seven - this gives you a Star and a Mushroom and if you manage to keep this to first place and don't have anyone steal the star from you. You can dodge it. (Mario Kart 7, 8, Deluxe)

9. Golden Shroom- if you have the golden shroom you can easily dodge the Blue Shell and gain tons of speed as you if you snag it all the way there. (7,8, Deluxe)

10. Bailing at the right time-if you bail and drive off the edge at the perfect timing Lakitu will grab you and save you from the Blue Shell but if you do it wrong you're in for it now (Mario Kart 8, Deluxe)

The video below shows how to do all of them. I don't think I'm missing any but tell me in the comments if I missed anything.

[There should be a GIF or video here. Update the app now to see it.]

People who might like to know how to do this if they don't know how to already:
TheTheoryFroakie
Captain_Kit
NintendoJedi
Little_demon_thing