Lately, I've been looking to raise the personal bar and really challenge myself to play better, a process that all musicians go through, no matter what level they're at. Going back to the basics is the right route for me, since I'm self-taught and basically skipped a lot of the music theory on dulcimer that is the foundation for well-informed playing. Not everyone needs "music theory" per se - what I like to tell people is that everyone pretty much knows music theory, we just don't know all the terms.
So, here is a bit of capsulized info about the blues and how to get them gushing out of your mountain dulcimer:
Although there are all kinds of blues, there is a primal kind of blues that comes right out of Africa and into the cotton fields of the south. Africans came to this country as property, so the music not only allowed them to voice their despair, it also offered them hope of reprieve from the toil as they lifted their songs to God.
Even after the slaves were freed, many descendants of Africans could not read or write - they learned to communicate, through words and music, by listening. Therefore, the best way to learn the blues form is to listen to early blues and also those who continue to perform in that style. Robert Johnson has been mentioned, how can you not? Along with others mentioned here, I also submit:
Leadbelly, Muddy Waters, Big Bill Broonzy, John Lee Hooker, Johnny Copeland, Etta James, Junior Wells, Willie Dixon, Sonny Rhodes, R.L. Burnside, T-Model Ford, Pinetop Perkins, Buddy Guy, Little Milton, Clarence "Gatemouth" Brown, Koko Taylor, Bo Diddley, Bessie Smith, Albert Collins, Howlin' Wolf, James Peterson, etc.
Also, check out The Digital Library of Appalachia online:
Besides being a fantastic archive of culture from the Appalachian region - it's also got some great field recordings of blues music - just search for "blues" and you'll find some sweet and lowdown tunes.
After you've soaked in enough of this music, you'll get a definite ear for the form and can then follow your heart, soul and fingers to the mountain dulcimer and apply what you've heard. A great starting point for gaining skill in playing licks and creating improv is based in the scales that Steve posted. I'd like to add a few to that list and make one correction (it had to have been a typo, because Steve knows his stuff!)
What Steve posted are minor pentatonic scales - they take their cue from diatonic major scales, but only use five notes, the 1, 3, 4, 5, and 7 with the third and seventh being flat. 1 b3 4 5 b7
Key of D - D F• G A C•
Key of E - E G A B D [this was posted as E G A G D]
Key of F# - F# A B C# E
Key of G - G Bb C• D F• (Bb can be bent upwards from A - A# = Bb)
Key of A - A C• D E G
Key of B - B D E F# A
Key of C# - C# E F# G# B
I added some scales and would like to note that you can play these scales across the strings in a box that will become recognizable to you as you practice them and play them more. For the most part, these scales won't require you to do any bending if you play them straight, unless you're playing in G. A • after the note indicates that you'll need a 1+ fret to play it without bending.
As some mentioned here, bent notes are core to the blues and the pentatonic blues scale or hexatonic blues scale requires you to do at least one bend in every scale that you play - these notes are marked by the * symbol and can either be bent and then plucked, or bent from the preceding note. A • indicates an existing note on dulcimers with a 1+ fret. This scale is based on the pentatonic minor scale but adds the flat fifth to the flat third and flat seventh. 1 b3 4 b5 5 b7
Key of D - D,F•,G,Ab*,A,C•
Key of E - E,G,A,Bb*,B,D
Key of F# - F#,A,B*,C•,C#,E
Key of G - G,Bb*,C•,Db,D,F•
Key of A - A,C•,D,Eb*,E,G
Key of B - B,D,E,F•*,F#,A
Key of C# - C#,E,F#,G,G#,B
Blues chord progressions have historically been based in major keys with harmonic and dominant seventh colorations, though as been mentioned here, minor blues progressions are also steeped in tradition, particularly spiritual forms.
A blues in E, for example, could go:
E - - - A - - - E - - - E7 [dominant 7th]
A - - - A7 - - - E - - - E7
B - - - A - - - E - - - E7 [or a B7 for a turn-around V7 chord)