Watch the Sally A online guitar lesson by BJ Baartmans from Space Age Rock 'n' Roll Guidebook
"Sally Why" is a tune more than a bit related to Dale Hawkins' "Suzy Q". More precisely, the riff that James Burton played on the original recording from 1954. He played it with a very clean Telecaster sound, but these kinds of riffs are also great with a good deal of overdrive.
The Gibson guitar I'm using here pushes amps easily into distortion. It's a bit more demanding to not let it get too messy. But, if you find good control with your hands it can drive a band pretty hard. Just think of Mark Knopfler playing "Money for Nothing" or the great ZZ Top.