en.wikipedia.org/wiki/Blues
The blues is a vocal and instrumental form of music based on the use of the blue notes. It emerged in African-American communities of the United States from spirituals, work songs, field hollers, shouts and chants, and rhymed simple narrative ballads. The use of blue notes and the prominence of call-and-response patterns in the music and lyrics are indicative of African influence. The blues influenced later American and Western popular music, as it became the roots of jazz, rhythm and blues, and bluegrass. In the 1960s and 1970s, a hybrid form called blues rock developed from the combining of blues with various rock and roll forms.
The phrase "the blues" is a reference to the the blue devils, meaning "down" spirits, melancholy, and sadness. An early reference to "the blues" can be found in George Colman's one act farce Blue devils (1798). Later during the 19th century, the phrase was used as a euphemism for delirium tremens and the police, and it has been found used in these contexts in letters from Civil War soldiers.[citation needed]
Though the use of the phrase in African American music may be older, it has been attested to since 1912, when Hart Wand's "Dallas Blues" became the first copyrighted Blues composition. In lyrics the phrase is often used to describe a depressed mood.
(Wikipedia)