Many modern forms of music have strong roots in the blues. Familiarity with the blues will help any musician play better in their own style.

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[edit] Steps

Listen to some of the "greats". These include Robert Johnson, Albert King, Willie Dixon, John Ledbetter, Muddy Waters, B.B. King, Bo Diddley, John Lee Hooker, Otis Rush, Blind Lemon Jefferson, Junior Wells, Howlin' Wolf, Jimmy Reed, Lonnie Johnson and many many more. You may be able to find "best of" style compilation albums at your local record store.
Learn the basic "twelve bar blues" chord progression. In degrees of scale, the first four bars stick to the first degree. The next two bars are the fourth degree, and then two bars of the first degree. The last four bars are the fifth degree, fourth degree, first degree, and fifth degree, respectively, and then the progression repeats. The most common keys for blues songs are A, E, D, C, and G, but blues can be played in any key.
Learn to play a few different songs that use the 12 bar blues progression. Chuck Berry's "Johnny B. Goode" is a blues in Bb, Tracy Chapman's "Gimme One Reason" is a blues in C, and Stevie Ray Vaughn's "Pride and Joy" is a blues in Eb. Each song follows essentially the same chord progression, but each sounds unique because of the tempo and the style in which it is played. There are a handful of 'transitional' licks to learn that are nearly always played in the last few moments of a standard 12 bar blues. Playing a variety of blues will help you understand what they have in common and how they differ, which will in turn help you build a solid foundation in blues while still encouraging your own creativity.
Learn the "Blues Scale". This scale is based on the minor pentatonic and consists of 1,2,flat3,4,flat5,5,flat7,octave. Most blues solos fall within this scale. Improvisation is a very important part of the blues and nearly every song will devote at least one pass through the twelve bar progression to an instrumental solo. Many blues players alternate between the minor pentatonic and the major scale, incorporating major and minor thirds into their solos.
Jam the blues with other musicians and experiment with the style.

[edit] Tips

The soundtracks to The Blues Brothers and The Blues Brothers: 2000 are both packed with great recordings performed by blues legends and contemporary musicians.
The album John Mayall and the Bluesbreakers with Eric Clapton is one of the most important blues-rock albums ever recorded. Highly reccomend listening to it.
Many local bars in the US will have an "open blues jam" at least one night a week. This is a great way to meet and jam with other musicians. Since most blues songs follow the 12 bar structure, almost anyone with a basic understanding of the blues can play almost every song.
Try getting a blues teacher. They can help you learn a lot.