The blues scale gets its name from the use of so-called "blue" notes. These are notes that are flattened, giving them a mournful or sad quality.

In the first graphic below you can see the blues scale written out beginning on the note C. You'll notice that it doesn't include every note you'd expect to find in the normal C scale. For instance, there's no A, but there are two F's.

The "blue" notes are the flattened 3rd, 5th and 7th notes of the scale. In case you're wondering, the F sharp is sometimes written as G flat. It is a flattened note (flattened 5th) but some people find it easier to read as an F sharp.

Try playing the scale yourself to see how it creates its own distinctive flavor.