Expanding on a post about blues basics.
When you’re first learning to improvise, it’s daunting to be confronted with all the scales. Fortunately, there’s one scale that sounds good in any situation: the blues scale. It’s a universal harmonic solvent. I haven’t encountered a chord progression yet that didn’t fit with the blues scale. It works in blues, of course, but it also sounds terrific in rock, country, jazz, reggae, funk and much else.
How to play the blues scale
The blues scale is the minor pentatonic with a note added, the sharp fourth/flat fifth. The C blues scale is C, Eb, F, F#, G, Bb. Here it is in standard music notation:

And here it is on the chromatic circle:

The blues scale is easy to play on guitar. Your index finger plays the root on the E string, so to play C blues, put your index on the eighth fret.

The Eb blues scale is exceptionally easy to play on piano — just play the black keys and add the note A.