So here are some lines and, so far, the earliest date we have for them in songs:

"I got the blues, but too damn mean to cry" 1905-1908
"I got the blues and can't be satisfied" 1905-1908 (H. Odum)
"The blues ain't nothing but a good man feeling bad" 1912
"When a woman gets blue she hangs her head and cries" 1912
"I got the blues... want to lay down and die" 1912 ("Baby Seals Blues," F. Seals)
"The blues ain't nothing but the doggone heart disease" 1913
"If you ever had the blues, you know just how I feel" 1915
".. blues so bad..." 1915
"Some folks say that the ___ blues ain't bad" 1915-1916
"I got the railroad blues" 1915-1916
"If the blues was whiskey, I'd stay drunk all the time." 1915-1916
"Did you ever wake up with the blues all 'round your bed?" 1916
"If the blues overtake me, I'll jump overboard and drown" 1917