BASIC PHOTOSHOP LAYERS

As Bojan has hinted, there is a lot going on there.  My preferred method of producing noise is Camera RAW > Grain.  It does not have as much control as it used to, but still does a decent job.  When adding effects like this you should always start by making the layer a Smart Object.  This lets you make as many adjustments as you like without degrading the image.

I went heavy on the grain so it would show better.  I've also filled half of the SO mask to show a before and after.  

Note you can double click the Camera RAW efect under the layer to fine tune, and do the same with as many effects as you want to add to the SO layer, and all of them are non-destructive.

When making angled objects, it is usually easier to create them perpendicular to the document boundary, and rotate them when done

The easiest way to make it fade into the blue background is to reduce layer opacity.  This is at 10%

The trick with anything like this is to keep all of the layers, but group them, or combine some into Smart Objects to keep things tidy and organised.  Name your layers and groups, but if you forget, you can hover the curser over an object and right click which will show you all of the layers under that position.

Someone is going to tell you that Illustrator is better for making geometric designs, and they'd be right, but if you have Photoshop via the $10 photography plan, it is going to cost you >$20 each for Photoshhop and Illustrator, so you end up paying a lot of money for the entire CC suite.  Photoshop just takes a wee bit longer, but it is totally doable.

BTW  Never feel shy to ask questions.  

Do you mean texture on blue background? It is design element placed on layer above blue background with lowered Opacity of texture layer.