The hot wire to the fan in a fan/light kit will usually be black and the light wire will be blue. The white wire is usually the neutral which is always connected directly to the source neutral, either at the source or through a splice in the switch box. The white wire may also be used to carry current when necessary.
This diagram illustrates the wiring for a circuit with gfci receptacles followed by an unprotected light and switch. The light switch is connected directly to the source and the load terminals on the gfci are not used.
This ground fault circuit interrupter wiring diagram of the same device leaves the switch out of the protected circuit. With this arrangement the receptacle is protected but the switch remains outside the circuit. This arrangement can be used to control a light or other device where the extra protection of a gfci is not necessary.
In this wiring, the source is at the switch and 3-wire cable runs from there to the fan/light. The switch controls the light and the source is spliced through to the fan. With this arrangement, the fan is controlled by a pull-chain on the motor housing and the light is controlled with the switch. The neutral and ground wires are also spliced through to the fan/light.