Blue Origin and SpaceX rockets are quite different and build for different purposes. SpaceX launches payloads into orbit, meaning it must attain very high down range speeds. This is why most SpaceX first stage recoveries are in the ocean - the first stage is several hundred kilometers over the ocean, and traveling very fast away from land, when its job is done. And orbital launches always occur over the ocean for safety reasons since the rockets almost immediately start going laterally, meaning that if there was an accident, the rocket could land/explode kilometers away from the launch site.
Blue Origin's rockets are currently meant to transport tourists straight up to space, and in particular, the capsule has very little lateral motion, meaning it can't orbit, and thus comes straight back down, as does their rocket (capsule and rocket separate at the top of the climb), thus a land based recovery is possible.
Blue Origin has stated they want to build orbital rockets, but they aren't anywhere near that goal yet.
So while Blue Origin's rocket recoveries are cool and kudos to them for accomplishing it, SpaceX recoveries are much, much harder and more advanced.