Don't let the bastards get you down, Peter--they know nothing--Mooh is more or less on the money--

Blues can go anywhere from very simple to very complex--and even in the fairly simple stuff, you will hear more notes than are in the key scale--

I get annoyed when people claim that blues is somehow or other pentatonic--it isn't right, because you've got the three chords in a key, which means that all seven of the scale notes are there--

Let's say we are working in C-you've got C,D, E,F,G, A,B, C, in the regular chords, plus Bb which is in the C7, plus an Eb(flatted or minor third) plus, often, an Ab, which is a flatted third over the F chord--Some blues guys, especially the Delta guys, us a flatted fifth, so that gives you the Gb/F#--eleven notes already--meaning there is only one note that you don't use--

But this doesn't really tell you what to play--so I'll tell you here--

What you are doing, when you play the blues, is, you play a syncopated rhythmic/melodic lead figure(you can call it off-beat, if you want) against a steady rhythmic line(more or less on-beat)-often a walking bass line, but can also be a drone--

You can simply move the lead figure up a to the appropriate place when the chord changes, or
additional tension can be created by keeping the lead in the same position when the chord changes.

In jazz, you can keep the lead in the same position over circle of fourths chord progression, seemingly going farther and farther out there with each chord change.

The simple trick for improvising is to do drum solo like rhythmic improvisation using the same notes that are in the lead figure--you can also simple use the notes in the   Tonic sixth chord, with the seventh and minor third tastefully added--

When you play, basically, you do the "Call" for four counts or eight counts, then the "response" for the next four or eight, back and forth till your used up all twelve measures, and then go on again--

The twelve bar blues structure gives you all sorts of possibilities for alternating and combining lead and bass phrases, even if you only know or like to use a couple of them--