I did some green screen keying a few weeks ago, and made my background white. I then deleted the original file of me infront of the green screen.
The guy has now come back and said he wants the background colour changed from white to blue. I have keyed the normal way in after effects through keylight, and nothing is happening.
Is it possible for me to key from white?
Don't use Keylight. Keylight is more or less specifically tuned to green and blue. Use a luma key, as Todd suggested. A Color Difference key would also work as would the old simple chroma key that comes with AE. Don't lose sight of those tools. There may not be reason to use them that often, but in some areas they work much better than keylight (even occasionalyl on proper screen footage).
I find the "Extract" effect more precise than Luma Key, and with a more meaningful visual representation. It uses a historgram to key based on luminance values, instead of adjust them.