Let the seed heads fully develop on the plant. When the plant completely dries out, turns brown, cut off the seed head/heads. Put the seed heads into a paper envelope (not plastic) and label the envelop. Store in a cool, dry place. Now you'll have blue poppy seeds for next year. You'll have to refrigerate for 4 weeks to wake up the seeds so they germinate. Do that early spring.

It depends which 'blue poppy' you have as to whether the seed you collect will grow. Many Meconposis are sterile, do you know which one you have? Google the Meconopsis Group and you will find a wealth of information.