As you probably already know, the genre of music that came to be known as the Blues can trace its origins to the USA, particularly during the 19th century when the racial divide was set firmly in place. This is worth noting because, during its early stages, it was considered to be a musical form exclusively developed by African-Americans.
One can surmise that one is listening to the blues based on a few crucial themes. In particular, it focuses mainly on the loves and lives of African-Americans, tugging on the heartstrings of the listener as it evokes all the hardships and hopes dashed. Aside from the content of its lyrics, the blues also makes use of a distinctive musical form that is often called soulful and emotional.
Of course, like with other musical genres, the Blues slowly changed as the times changed. One can root these changes based on the movement of the African-American population during the early decades of the 20th century as more and more folks left the rural areas and started going to the cities. This not only introduced the genre to a new set of listeners as well as to new practitioners.