It is common when working with indigo to have it rub off on your hands, and if you use bamboo or wooden needles, it might rub off on your needles. This phenomenon is called crocking, and it happens with anything dyed with indigo, natural or synthetic (like our jeans, which you may notice rub off on car leather seats).
Indigo, natural or synthetic, is a big molecule and the process of abrasion (here, knitting) rubs off any of the loosely attached molecules, which is the excess dye. This is true even though it has been washed, and it does not mean that there is a problem with the yarn.
This is a normal part of the indigo dyeing process, and it should wash off your hands with soap and water. You can soak the yarn in cool or warm water with a few drops of dish soap to block it when you are done knitting. There might be a little blue in the water at this point, but it can not permanently dye anything as it is not in the right chemical state to do so.