RtS posted a version of the song from Ma Rainey above. I don't know for sure, but I suspect she recorded the song multiple times.

The Library of Congress has an interesting piece on the song here:
http://www.loc.gov/rr/record/nrpb/registry/essays/Ma%20Rainey.pdf


Here's my transcription of a Ma Rainey recording I found on Spotify:

SEE SEE RIDER BLUES
(version by Gertrude 'Ma' Rainey)

I'm so unhappy, I feel so blue,
I always feel so sad,
I made a mistake, right from the start,
Lord, it seems so hard to part.
Oh, but this letter that I will write,
I hope he will remember when he receives it.

See, see, rider, see what you done done, Lord, Lord, Lord,
Made me love you, now your gal done come,
You made me love you, now your gal done come.

I'm goin' away, baby, won't be back till fall, Lord, Lord, Lord,
Goin' away, baby, won't be back till fall;
If I find me a good man, I won't be back at all.

I'm gonna buy me a pistol just as long as I am tall, Lord, Lord, Lord,
Gonna kill my man and catch the Cannonball,
If he don't have me, he won't have no gal at all.

---

Added later:
Click here for a Ma Rainey discography. I read 1925 on the record label for "See See Rider Blues," but the recording date was 15 Oct 1924. Note that Louis Armstrong played cornet in Rainey's band.