Yes he is going to shed. In a day or two his eyes will clear up, but you will notice his color is darker than normal. He should shed in about a week. After the shed make sure that he shed his eye caps. You can check this by looking at the shed skin. If he did not DO NOT remove it yourself! Take him to a vet, or just wait and make sure to increase the humidity next time he goes "blue". If the humidity isn't high enough he may retain some or most of his original skin. To fix this just put him in a container with a damp towel to crawl through.
One thing to keep in mind is that ANY time you snake is staying in the water bowl to look it over VERY carefully to make sure it doesn't have mites. I've noticed two different types. Little red ones which aren't hard to get rid off, and larger black ones....they are a pain. If you see anything between the scales or anything moving around on their skin take him to the vet. He can give it a shot that works magic. Trust me the old olive oil trick isn't worth it. Mites can get into the pits around his mouth and olive oil just can't kill them. I had the black ones and it took me literally 6 months to kill them out using olive oil and disinfecting the cage EVERY DAY. The last time I bought a snake that "never had mites in its life" (and was magically crawling with them within 24 hours) all it took was 2 shots from the vet. Cost me $40 but saved me 6 months of hard labor.
If you ever decide that your burmese is a little more trouble than you are willing to put up with keep me in mind. Travis.