Learn the Blues Scale

Understanding the blues scale is key to playing good blues lead guitar.
The blues scale is simply the minor pentatonic scale with one added note. The Blues scale is called hexatonic because it is made of 6 notes.
Not sure where the pentatonic scale comes from?  Take 5 notes of the major scale and you'll have a pentatonic scale.
To be specific, take the 1st, flat 3rd, 4th, 5th, and flat 7th note out of a major scale then you'll have a minor pentatonic scale.
                                         1st       2nd      3rd       4th         5th       6th       7th     Octave
C major scale                  C          D          E          F          G          A          B     C
C minor pentatonic          C                       Eb        F          G                      Bb   C
Shown above is an example of a major scale in the key of C and how C minor pentatonic is extracted from the C major scale.  This can be done for any key.  Not just C.
Another way to look at it is to omit the 2nd and 6th notes out from a major scale then have the 3rd and 7th flatted and you'll have a minor pentatonic scale. Here's another example in the key of A.
A major scale                 A          B          C#          D          E          F#       G#  A
A minor pentatonic         A                       C            D          E                     G   A
Now from the minor pentatonic, we can create the blues scales. We need one more note to complete the scale and that note is the flat 5th.
The note arrangement of blues scale is 1st, 3rd, 4th, Flatted 5th, 5th, and 7th.  Notice that the intervals are the same as the minor pentatonic with the addition of the flat 5th.
So to make it simple, a blues scale is just a minor pentatonic with added flat fifth.
If we apply the principle of the blues scale pattern from an A minor pentatonic, your A blues scale would be A, C, D, Eb, E, G, A.
You see you just need to copy the minor pentatonic scale then add the flat 5th on it, that's simple.
A major scale                 A          B          C#          D          E          F#       G#  A
A minor pentatonic         A                       C            D          E                     G   A
A blues scale                 A                       C            D    Eb  E                     G     A
Still confused?  Here is great video from Marty Schwartz of GuitarJamz, explaining how the blues scale is created.