Sometimes, instead of holding a note for its full value, you can start on a note (e.g., a bent note) and immediately move to another note. These very quick notes are called grace notes. Bent grace notes can be thought of as a wah sound produced by the mouth. The "w" is the grace note and the "ah" is the following note held for its usual length of time. Bent grace notes are indicated in the notation by the letter w above the note to which it applies.
Here are some licks which make use of grace notes. Take them slowly at first and try to memorize each one.