Learn your major and minor scales. You can get a key chart at any local music store or even get one free online (see Resources). The blues scale you use later on will be based on these scales. A key chart will show you all of the notes in major and minor keys and what notes are sharped or flatted.
Study the 12-bar blues pattern. The scale is based on the first, fourth and fifth chords of any major key. If you play a 12-bar blue in C, you will have a chord progression that uses the C, F and G chords because a C major scale is C, D, E, F, G, A, B and C.
Learn the 12-bar turnaround. This features 12 bars of music with a chord progression that features seventh, minor and diminished chords based on the 1, 4, 5 chord progression. The fifth note of a scale is the note upon which the dominant chord is built, and when you end your 12-bar blues progression with this chord, you will play a 12-bar blues with turnaround. Look at a 12-bar blues chart to see the variations of chord types you can use on each degree of the key scale you're playing in (see Resources).
Practice a "walking" blues pattern. This is a series of notes that use the primary tones in the 12-bar blues, especially the first, fourth and fifth notes, to outline the tonal structure of the blues. The walking bass line is usually play with equal note values (quarter notes, for instance) and sounds like it's "walking." Walking bass lines are most often used with a bass guitar and piano (left hand).
Play along with as many blues music tracks as you can. The more you play, the better your ear will become at recognizing the pattern. This will improve your ability to improvise a blues line in any key, which is how most blues music is done.