I recommend you start with the courses below for learning how to improvise blues lead guitar. They are listed below in the order you should work through them in but actually working on multiple courses at the same time will be the best approach.  Read more

Blues Mini Course

Blues Mini Course

This short mini Course is one I created for beginner blues players. Some of the content contained in this course is taught in the other courses but in a simplified way ...
Beginner
Blues Techniques

Blues Techniques

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Beginner/Intermediate
Blues Guitar Method 1

Blues Guitar Method 1

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Beginner/Intermediate
Blues Method Supplement

Blues Method Supplement

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Beginner/Intermediate
Blues Supplement Shuffle

Blues Supplement Shuffle

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Beginner/Intermediate
Slow Blues Supplement in E

Slow Blues Supplement in E

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Beginner/Intermediate
Blues Guitar Method 2

Blues Guitar Method 2

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Intermediate
Slow Blues Supplement in B

Slow Blues Supplement in B

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Intermediate
Play Like Gilmour

Play Like Gilmour

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Intermediate
Slow Blues Supplement in G

Slow Blues Supplement in G

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Intermediate/Advanced

Next Steps

Once you have worked through all of the above courses, you will then be ready to learn any of the Blues Courses that are on the site. The next step in playing great blues guitar is learning different styles of blues rhythm, licks, and solos. One recommendation is to pick a course from the Play Like Series to start working on.

You could also learn some short solos from the Video Podcast category while you are working through the Blues Path to give you something fun to practice while you are learning the concepts and techniques.