Hi HZ
LEDs are typically rated between 2.5V and 3.8V (3.5V for blue) and therefore you will need a resistor is series with the supply. This can be calculated as follows:
R = (Supply Voltage - Forward Voltage of LED)/LED current.
Therefore:
For vehicle running = 13.8V
Blue LED - Vf = 3.5V
LED forward current (typical) = 15mA
(13.8-3.5)/15E-3 (15mA) = 680ohms
But you can buy flashing LEDS with integral resistor preassembled. However you will need to interface it with your ignition somehow.
For my car I have a CAT II immobiliser which happens to have a red LED (which is about to be changed to purple) that flashes accordingly
Hope this helps a little
Lea