What is Blues? How does one dance to Blues music?

Blues music was born of the African American experience, particularly in the South. It came from the African rhythms in spirituals and folk ballads. Along with Jazz, Blues is an American idiom, a synthesis of African and European sounds.
 

"The British ballads became a new kind of form in their hand.   And out of them came the blues, a new kind of song of commentary and satire, a song form which, after all, has become the main musical form of the whole human species." —Alan Lomax

Pioneering musicians include W.C. Handy, Lead Belly, and Ma Rainey. Blues dance grew naturally along with the music. It combines elements of both African dance and European partnered dance. Common in rural and urban juke joints alike, the dance spread and developed as the music did.

 "Feet commenced to pat. A moment later there was dancing on the sideways below. Hands went in the air, bodies swayed like reeds on the banks of the Congo… In the office buildings about, white folks pricked up their ears. Stenographers danced with their bosses. Everybody shouted for more."—W.C. Handy

"Saturday night is your big night. Everybody used to fry up fish and have one hell of a time. Find me playing till sunrise for 50 cents and a sandwich. And be glad of it. And they really liked the low-down blues."—Muddy Waters

"I think the blues will always be around. People need it."

—Johnny Winter
--------

In even more detail, from the depth of the internet (credit: Swing Sista Productions):

"As with blues music, blues dancing finds its origins in West African rhythms and movement combined with Western European structure and partnering concepts. In illustration, the Strut - a 19th century dance step - became the basis of the Cake walk, a competitive partnered dance which developed within rural African American slave communities in the southern American states and was intended to mock the white slave owners through imitation. In this way it served as an African American adaptation of African 'derision dances', where dancers would mock or deride their adversary through imitation, impersonation or physically dismissive movements. The spectrum of blues music is large, and consequently there are as many different forms, interpretations, and styles of traditional blues dance as there are music. "The Fish Tail," "Struttin'" and "The Slow Drag" are only a few of the dances that have traveled through time with blues music.
Though it has its roots in Africa, the family of blues dances is popularly defined as those dances which developed in response to blues music - those musial forms developing in African American communities throughout America in the late 19th and early 20th centuries. Blues structures and aesthetics continue in other musical forms, most particularly jazz, but "blues" continues as distinct musical form which is composed, performed and enjoyed today.
Much the same points may be made of blues dances. Though they may have reached their mainstream popularity in the 1920s, with some steps taken up by white audiences, 'blues dancing' - dancing to blues music and dancing particularly 'bluesy' steps - continued in African American communities throughout the United States. In fact, the very nature of a vernacular dance culture ensures the survival of socially and culturally useful or valuable dances. Many of the steps specific to dances associated with popular blues songs of the 1920s were adapted for new musical structures in jazz, and new dance forms like the lindy hop. Early African American blues dances were very simple and allowed for a wide variety of musical interpretation, embodying a black aesthetical approach to rhythm, movement and melody which permeated black music. They were often a simple one-step or two-step and though some movements may have been adapted and integrated into some mainstream popular dances, blues dancing as a distinct dance form and social practice never became a specific focus for white America in the way that dances such as the Lindy Hop and Charleston have."