My GE NEMA head on the ends of the wires had blue heat shrink like tubing on it. Was this where the supply wires were connected to it? I'm assuming it's okay to just use a wire strippers to strip this back so I can attach a cord.

I see this done with unused taps on a multi tap ballast to keep the unused taps from shorting out. Make sure you are using the correct taps off of the ballast.