replacing ceiling fan
This is a switch loop setup

What we see here is an old-style switch loop.  While the three white wires you see bundled together at the fan box are indeed neutral, the white wire from the switch isn't one of them -- it instead gets bundled in with the always-hot wires in the fan box to provide power to the switch.  The black wire from the switch then carries power back to become the black wire going to the fan.

So, presuming you've checked to make sure the box can take the load:


Wire white on the fan to the bundle of white wires.
Wire black and blue on the fan to the lone black wire.
Nut off the grounds on the fan
Button it all up and turn the power back on
Enjoy your new fan