  GRB 130925A is a peculiar event characterized by an extremely long gamma-ray
duration ($\approx$7 ks), as well as dramatic flaring in the X-rays for
$\approx$20 ks. After this period, its X-ray afterglow shows an atypical soft
spectrum with photon index $\Gamma$$\sim$4, as observed by Swift and Chandra,
until $\approx 10^7$ s, when XMM-Newton observations uncover a harder spectral
shape with $\Gamma$$\sim$2.5, commonly observed in GRB afterglows. We find that
two distinct emission components are needed to explain the X-ray observations:
a thermal component, which dominates the X-ray emission for several weeks, and
a non-thermal component, consistent with a typical afterglow. A forward shock
model well describes the broadband (from radio to X-rays) afterglow spectrum at
various epochs. It requires an ambient medium with a very low density wind
profile, consistent with that expected from a low-metallicity blue supergiant
(BSG). The thermal component has a remarkably constant size and a total energy
consistent with those expected by a hot cocoon surrounding the relativistic
jet. We argue that the features observed in this GRB (its ultralong duration,
the thermal cocoon, and the low density wind environment) are associated with a
low metallicity BSG progenitor and, thus, should characterize the class of
ultralong GRBs.
