I am a fair-skinned, blonde-haired, and blue-eyed girl as well. I pretty much wear anything to be honest but for smokey without worrying about scary black...
Satin Taupe is my favorite for a quick and easy smokey-eye; it's so pretty all over and if you darken up the lash lines and blend it out it looks really pretty without being over the top. Woodwinked is nice for that too for a warmer look, it really makes blue eyes pop. For a purple smokey eye I really love Shadowy Lady for the bulk of it, maybe some Carbon on the lashline, blending a bit lighter purple into the crease, blue or red toned, and a highlight of course (I love Phloof! or Vellum as highlights for purple looks). Another one of my favorites is a medium matte grey. It's lovely smoked out but doesn't look too harsh, especially during the day.
If I'm doing a brown smokey eye, then I'll usually pair it with a pink or peachy-coral lip, like Angel or Shy Girl. They are light enough that it doesn't look scary when paired with the eyes. But for greys or purples or whatever have yous, I do a nude lip or nude gloss. My only other tip is be careful with your blush application when you're doing a smokey look. I have had rushed blush accidents on occasion and it's not pretty. Very VERY light blush application. Being pale is hard, haha.