And We have already created man and know what his soul whispers to him, and We are closer to him than [his] jugular vein [Qaaf:16]
The blue colored vein is the jugular vein.
The jugular veins are veins that bring deoxygenated blood from the head back to the heart via the superior vena cava.
If you think that there is someone who is closer to you than what is within your own body it sends chills down your spine. This either refers to the angels who write down our every move, speech, breath and intention. It could also refer to Allah (swt) who knows us inside out and knows what we have done, are doing and will do. It is like we are being watched all our lives yet our actions are as though no one knows anything we do.