You must have a mushroom if you want to avoid the blue shell successfully. The best thing to do is when you have 3 mushrooms, use 2 of them to take the lead by taking shortcuts or such, and save the remaining one in case a blue shell heads your way. Better to be safe than sorry, right? You'll still get a nice boost when avoided so it's all good. I can also confirm that it's possible to get a mushroom at 1st. It's very rare.