How do I set up my amp for blues?

Blues is mostly the player and dynamics, not a magic setting.

Define your sound

Alan Ratcliffe, our Guitar Doctor, points out there are as many "blues sounds" as players — SRV Strat/Tubescreamer/Fender, BB King 335, Clapton Marshall, etc. Decide whose tone you're chasing first ¹.
The classic blues recipe: a valve amp on the verge of overdrive — play hard and it crunches, ease off or roll the guitar volume down and it cleans up. That touch-sensitivity is the essence of blues ¹.

Dialling it in

Aim for a slightly dirty clean: gain low-ish, volume up so the power section works, add a touch of reverb. A Tubescreamer-style overdrive in front of the amp is the standard blues boost ¹^,⁶.
Keep overdrive pedals plugged into the guitar input, not the effects loop — the loop sits after the preamp and most loops run at line level pedals can't handle. Modulation/delay can go in the loop ⁶.
With a small modelling amp like a Cube, pick a Fender-ish clean or crunch model, keep gain moderate and let your picking dynamics do the rest — Eric Johnson can nail anyone's tone with just a Strat, a Tubescreamer and a Fender amp ¹.

Valve amp care (if yours is a tube amp)

Wait 30–60 seconds after the mains switch before flipping standby; reverse the order when switching off. Always have a speaker connected and match the impedance switch to your cab ².
Give the valves ventilation — don't block vents or shove the amp against a wall ².