Watch the 12-Bar Blues online guitar lesson by Annie Raines from Blues Harmonica Blueprint
(G here) is Cross Harp, the IV chord (C) is Straight Harp, and the V chord (D) is generally known as Third Position. You can use the chart here (along with the jam tracks) to find the "safe notes" in each chord (scale degrees 1, 3, 5 and flat 7 in most blues).
You can also see what happens when you play a "one-note jam": For example, that 4 draw you can wail on through all 12 bars goes from being the 5th degree of the scale in Cross Harp, the 9th in Straight Harp, and the 1 in Third Position.
If it still seems elusive, the next exercise, "Root Jams" is a very easy piece that will guide you rhythmically through the chord changes. You can also check out TrueFire’s other course offerings as they have many great tutorials on this essential subject.