How do I wire new bathroom exhaust fan with light?
IF YOU ARE IN THE US... the Black and blue wires are the HOTS for the Light and Fan  This allows for them to be controlled separately if desired.  If you want them both to go on with the switch, they both connect to the Black Hot wire (which should already be the switched one from your light switch).  White goes to white and the copper ground wire should have a copper screw on the base of the new fan to tie it under to provide a ground.  Colors are different in different countries, so please provide that info and the model of light or some pictures.