One of the most important sounds used in Jazz is the Blues scale. The scale formula is shown below, along with the fingering for the E form of the C Blues scale. Play through it many times until you have it in your memory. Try playing it with your eyes closed and visualize each note on the fretboard as you play it. As you do this, sing the names of the scale degrees. If you use this method of practicing any new scale, you will learn it much quicker.
The following example demonstrates some typical Blues licks created from the Blues scale. Notice the use of expressive techniques here. These techniques are as important as the notes themselves, so make sure you work them into your playing. Listen to Blues players and singers to get a feel for the expressive side of music, as it is easy to get bogged down in scales and arpeggios at the expense of feeling and emotion. All great Jazz players have a strong foundation in the Blues.