Welcome to the family of Blues Lovers here on Mudcat. There are lots of us who both play and listen to this great music. Some, like me for example, came to the blues through rock n roll. Shucks, I used to think groups like the Yardbirds, the Stones, and Zeppelin wrote those songs. Over the years, I have received an education on the blues. I think a great place to start is to pick up Volumes 1 and 2 of the Blues compilations put out by House of Blues. Volume 1 covers essential territory to an understanding of the roots of the blues, namely music of the Mississippi Delta and the surrounding area. Most of it is acoustic, but you'll get a taste of the guys that got the ball rolling, like Son House, Johnny Shines, Robert Johnson, etc. Volume 2 gets into the electric Blues, and features the great Chicago Bluesmen like Muddy Waters, Howlin Wolf and Sonny Boy Williamson, as well as more contemporary artists like Buddy Guy, Freddie King and Robert Cray.
I don't know where you live, but I think the best thing about the Blues is the excitement generated when it's performed live. Search out Blues venues in your town and you'll probably find out that some of the best stuff is being done in the bar down the street by some band with day jobs and no record deal.
Good luck!