One of the big design features in OS X Yosemite is translucency, also known as “blurring the interface for no reason other than because it looks cool.” It does look cool; for about five minutes. After that, it’s just annoying. It’s hard to see things clearly, especially in menus. There’s no justification for this in a user interface, other than the fact that it may look cool.
Fortunately, you can turn it off, but the setting isn’t in an obvious location. Open System Preferences, then click the Accessibility icon. Click Display, then check Reduce Transparency.

Note that the correct term is translucency, not transparency. Apple did use the correct term in the earlier betas, and uses the word translucency on its website, but for some reason they changed it here.
Have a look and see how much easier Yosemite is to use when you can’t see through windows and menus.