A little practise can halp to avoid blue marks. But how to start? Here is a small illustration of the inside of an arm:

As you see the lower part of the arm has two bones, that can be turned against another.
Relaxed the ellbow will take this position:

So try to turn the bones out of the way like this:

Make a mark on your ellbow to help you feel/see what movement will take it out of the way... then practise this movement until it becomes automatic. :-)