Hi BKB...
Know exactly what you're going through... I've been working on it off and on for years and I still feel like a beginner most of the time.
All of what Roger said is great advice ... there are lots of great books, CDs, etc. out there, many of them with tablature that can help you visualize what blues greats are doing as you listen to them. Happy Traum's books are great, but there's a series up out by Stephan Grossman that covers the styles of Mississippi John Hurt, Blind Lemon Jefferson, and a couple of others that come with CDs compiled in the order of the songs in the books. I just got the MJH one at Elderly last weekend for about $17, which is incredible when you consider it's all the words, chords, tabs and two CDs of original recordings.
The advice I wanted to add to what RiB said is to go to every LIVE venue you can and WATCH. If it's an informal place, most of the time you can talk to the musicians and I've run into very few who wouldn't share what they know very willingly. Most seem flattered that you really want to know how they get a particular sound or whatever.
Anyway, without knowing where you are, how old you are, or much of anything else about you, I'd like to say welcome to a musical world that is about as much fun as you can have with yo ur cloths on...
cheers
ddw