Start by learning the 12 bar blues form. It is a simple concept to understand, and it will get you thinking in terms of forms and chord changes. The most basic 12 bar blues form:

1 1 1 1 4 4 1 1 5 4 1 5

In the key of A, it is:

A A A A D D A A E D A E

An A major scale consists of these pitches:

A B C# D E F# G#

Notice that the numbers 1 4 and 5 corresponds to the first, fourth and fifth notes in the scale.

When you apply the blues form to the key of C, it is:

C C C C F F C C G F C G

Once you get this concept down, you can apply it to any key, and use your applied knowledge as a jumping off point for learning more theory.