The origins of the blues are shrouded in mystery. That's a melodramatic way of saying that because of the oppressed and illiterate state of the genre's progenitors, there's really no concrete documentation of the earliest blues music. Music historians argue anywhere from the 1840s to the 1890s as the starting point of the style, with increasingly blurred lines in the early periods between the gospel and assorted traditional folk music that blues grew out of and blues itself. The term didn't come into use in print until the early years of the 20th century, when sheet music with "blues" in the song titles first emerged. Around that same time, anthropological documentation of black folk music in rural southern areas first began to take hold as an area of academic interest.
These early blues songs were primarily vocal, such that they could be sung while working. Largely improvised instrumentation worked its way into these songs, since proper musical instruments were often hard to come by for these individuals. Additionally, homemade versions of traditional African instruments were still prominent in those early years. Eventually a few standardized instruments, especially the guitar, settled into central roles in the music. Blues musicians had played guitars for years, but in the early part of the 20th century, blues singers still performed with a wildly mixed bag of other instrumentation as well.
With the Perry Bradford song "Crazy Blues," 1920 saw Mamie Smith become the first black singer to record a track. This recording, like most of the very earliest blues records, had a female vocalist backed by a jazz band with a prominent horn section. Largely, this was because the then-recent rise of New Orleans jazz had become something of a phenomenon, capturing the attention of white audiences to a degree previously unheard of in black music. These early recordings could easily be called jazz rather than blues, and it was not until the late 1920s that what we now recognize as the traditional blues sound began to find its way into recording studios. Nonetheless, this song stands out as an important milestone in blues history.