So-o-o-o-o, a question and some poorly structured memories. Why would the catfish or mudcat be associated with the blues. Certainly they are a delta delicacy. The catfish has a "skin" not scales. This makes the catfish a little tricky to prepare. If I recall, you also have to avoid the "spines" as you try to skin it (as opposed to scaling it).
I believe also the catfish is a "bottom feeder" which means in some ways it is a "trash fish" in that it will eat anything.
The difficulty in preparation and the reputation as a "garbage head" may have made the catfish less popular with the rich folks. But it is good eatin' if you don't think about where it has been and what it has eaten (see the groundhog day thread for other food examples). Therefore, it became associated with the lower classes (just like chitlin's and other delicacies). And therefore, it is associated with the blues.
All of this post may have no basis in fact, but it is fodder for further discussion (say it fast three times).
Roger in Baltimore