Black smoke - Excees fuel in the engine (Diesel) possible cause could be air filter/fuel filter
Blue smoke - Burning oil, could be worn piston rings if loads of blue smoke. Older cars/vans will tend to burn a little though.
White smoke - Burning coolant/water possibly caused by a cream crackered head gasket.
There are many possible causes for any of the symptoms above and may not always be the worts case scenario.
White can also be unburned diesel if it burns the hair out of your nose.
It is a sign of worn injectors not atomizing the fuel properly.
Blue in VW's normally denotes valve stem oil seals or turbo seals if you have one.
Black is too much diesel or not enough air.