this is a very broad topic. You cant just come on here and say '
teach me music theory', because first of all, noone even has any idea what you already do know? There is waaaay more to music theory than just some scales, chords and keys.
And jazz/blues is like a sub-section of the theory, cause this has loads of theory in itself.
Do you have a keyboard or piano or even guitar at home? Cause this will make it hella easier to get started learning, piano/keyboard being the easier one to learn theory on of the two. Learn about intervals in a scale, that is one of the key things. learn some different scales and memorize the amount of steps between the intervals for each different scale. the more you practice around with standard stuff, the more natural it becomes embedded in you, and after a while you wont even have to think about how to play any scale starting on any key.
Once you know your scales you can learn how to harmonize the scales, basically this means for each note in the scale, play a chord with that note as root and with the third , fifth, seventh, 9th, etc. being a note which is in the original scale.
After this i suggest you learn basic standard chord progressions, these can be described in interval numbers, such as very standard and very common I-IV-V, (interval 1, 4, and 5, in c major this C-major, f-major, g-major). there are basically 3 types, which you can combine endlessly, second up/down, third up/down, and fifth up/downhow they sound in respect to eachother or in combo is yet another sub-subject of theory e.g 3rd progressions have smooth feel cause the chords share notes etc.).
this is what got me started on the right direction. This is only the tip of the iceberg like i said, music theory is like music itself, you are never 'done' with it , or at a point where you can learn no more, imo. (well, maybe less so than music of course lol, but like i said , blues has its own theory as well as jazz, it all depends on what you are doing or where you want to go)
Here some other basic little helpers for ya.
Like my man classic said, every major key has its relative minor key. The relative minor for a major scale is its 6th interval, so for c-major it is a. the reason for that is, the scale of the relative minor uses all the same keys as its relative major scale. Try it, c major is all the white keys starting on c going to the c on the next octave. c is interval 1, d interval 2, etc. now A minor (natural minor) is all white keys starting one going to a on the next octave. (interesting eh, btw, that even though you are using the exact same keys the scale has a different sound and feel to it simply cause you start on a different key. this is because even though the keys are the same, the amount of steps in between the intervals is different). These are also two modes, c is ionian mode and A natural minor is aeolian mode or something like that. There are also different modes, you can find them also by playing only white keys but starting on a differnt key each time, you now know c and a, the other are: in order starting on c with the last mode on b, ionian, dorian, phrygrian, lydian, mixolodian, aeolian, and locrian. A nice sentence to help you remember: I Dont Play Like Miles And Louis to start out with , i suggest just sticking to ionion and aeolian, that will get you by just fine, most music out there is in these modes .
A key is basically just a 13th chord, most scales contain 7 notes, and a 13th chord contains...you guessed it....seven notes . (this is just an example, shit gets mad complicated im just scratching the surface here remember )
There are so many more scales and modes out there, another one which can also be used while starting is the melodic minor. this is exactly the same as the natural minor, but it has a raised seventh.
It is called melodic because having the seventh raised seperates it from the I interval by just one halftone rather than two, so it makes you and your ears 'expect' the I interval more . See, this is where it all starts to get flexible, because of this expectency im talking about, you can play other chords in a key too that wont be diatonicaly in that key or as i mentioned earlier 'harmonized' to that scale. You can play any dominant chord a halftone above a following chord for example. A dominant chords is one one of those making you expect chords im talking about. V is a dominant chord in a major/minor scale, so in c major, G7 is the dominant chord. Its dominant because it is a major triad with a minor 7th, very different from all the other harmonized 7th chords in your scale because all the minor chords have a minor 7th and all the major chords have a major 7th. This makes you expect the c major chord very much, because the 3rd of the dominant is one half step below the root of the tonic, or I chord, and the 7th of the dominant is one half step above the 3rd of the tonic chord. (studying this paragraph and delving on it further with e.g. google will get you into a bit of jazz theory, the tritone, and tritone substitions). the tritone is three whole steps/notes above the I chord, so in our favorite C, it is F#. if you play a major scale starting on F#, the only notes it shares with the c major scale are: interesting interesting, F and B, the 7th and 3rd of our dominant chord, respectively.
because of this dominan/tonic relation ship, you can also change another chord in your major scale: the III chord, you can turn this into a dominant (III7) chord too. in C, the 3rd interval is e. when harmonizing this with the c scale you end up with E minor. However, you will notice that the III interval is the fifth of the natural minor, A in our case. Hence you can change E minor to E7. Try it and see, go from Em to Am, and E7 to Am, they both have a different feel.
Another thing that will really help you speed up your chord handling on piano/keyboard is learning chord inversions. Lets take our favorite C major triad as an example. Normally this is C, E, G. The first inversion is where you play the same notes but with the root last, so 1st inv. of C is E, G, C. its still a C major chord, but has a different sound/feel than the normal C major because the root of a chord gives it its definition. The 2nd inversion is where you play the 5th first, so G, C, E. also, same chord, different feel. This gives you some variation, but also lets you play many different chords while barely moving your hand or even lifting fingers of certain keys . For example, play Em 1st inversion (G, B, E) followed by Am (A, C, E). See, the last finger can stay on the E, and you only have two move the first two over a bit.
This is also just a little bit of things that ive learned and found useful which helped me start to learn, and barely the tip of the iceberg. I suggest you read a little and play/practice as much as you can
(like, waaaay more than you read). Hope this wasn't all too vague and maybe helps anyone out a bit. Have phun!
Peace