Set a saucepan on med heat and add in your blueberries, coconut sugar and vanilla.
Toss your berries around to ensure that they are heating evenly and that the sugar doesn't burn.
Continue cooking your blueberries stirring frequently. They will release their juices. You can either let them remain as they are, mash them further using a potato masher or even use an immersion (stick) blender to create a smooth jam.
A good way to tell if your jam is thick enough is to drag your spoon or spatula through it to expose the base of the saucepan, if your jam is about ready, it will be thick enough that it takes a moment for the jam to flood in and fill the line you've drawn.
Remove your jam from the heat and cool it before pouring it into a jar. As the jam cools it will continue to thicken and set (even more so when you put it into the refrigerator overnight).
Store in the refrigerator for up to 2-3 months or if you've canned and sealed your jam in sterilized jars, for up to two-three years.
Notes
If you are using berries that are very ripe then there is a chance they may not be able to produce enough natural pectin needed to allow your jam to set. In this case, you can add in the lemon juice which has natural pectin and will thicken your jam. You can add your lemon juice at any stage of cooking your jam.