This came out of my wife's curling iron. She tried to use it in a foreign country at the wrong voltage. Just for fun, I was attempting to replace a few parts and get it working. LOL
Its blue, and 7mm wide, and is the first component the power hits in the circuit. It has a hole in it, presumably from the heat, and has fallen apart. I don't expect anyone to know, really, but any help or advice is also appreciated.
Thanks!
My guess would be that it is not a capacitor, but a metal oxide varistor. They're pretty common in power protection circuits.
I think Alan is right.
Also, I wouldn't use that thing if you get it working again. Just for safety's sake.