Wiring a Ceiling Fan with light?

D.I.Y.

I've installed a ceiling fan with the added light kit. The junction box in the ceiling had two 14-2 w/ground cables coming into it. The black from one and the white from the other were wire nutted together. The other black and white wires went to the old light fixture. I wired the white wire from ceiling to the white wire for the fan. I put the black wire from the ceiling and the black & blue wires from the fan together. Now the fan and the light work, but the switch has to be on. I want the fan hot all the time. I need a third wire from the switch. What puzzles me is the B/W connection in the ceiling box. Is that some kind of shortcut? I haven't looked behind the switch plate to see how that's wired, but I have access from the attic to everything to pull the new wire in.

Thank you in advance.