Watch the The Blues Scale online guitar lesson by Jeff Scheetz from Street Theory for Guitarists
The "blues" scale is something you hear about when players say, "Play the 'blue' note." It's a way of talking about this scale and its unique sound. It's basically just the minor pentatonic scale with one note added - the flat 5 note. Play with this one and train your ear to "hear" this note, that will help you understand where to apply it.