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These are the first two notes of your scale. Play the root note, here the E on the open sixth string, then move down three frets. Most people play this second note with their ring finger or pinky. Remember that the pentatonic scale is a "shape." You can move this to start on any note on the 6th string. The first note of the scale will be the song's key. These three notes are where the blues scale differs from the pentatonic, which ignores the first fret. This note, however, is the "flat fifth" in music theory that makes a song sound bluesy. You will play three notes total on the A string. The flat fifth is an accent -- it is best played quickly, not lingered on. Note how a box-like pattern is forming. The open strings form a constant "line" of notes in the scale, while your ring finger frets a box either 2-3 frets down. Here, you simply play the open string and the second fret. This third fret is actually a reoccurring flat fifth -- it is the octave of the note you played earlier. Theory aside, this means the 3rd fret, usually played with your pinky, is another bluesy accent note. The last two strings are identical to the first string. Simply create this little box between the open string and the third frets on both the high-E and B strings. You can play the exact same scale starting from a different E. Simply move the whole form down to the 12th fret, since the 6th string 12th fret note is another E. Now, instead of playing open notes, you simply fret every string on the 12th fret when you get to it. Everything else stays in place. Now that you know the scale, practice getting up and down it as smoothly and quickly as possible, in multiple locations across the fret board. Check out "Master Lead Guitar Basics" for cool ways to use notes in a solo or improvisation.

Summary:
Play the open note and the 3rd fret on the sixth string. Move down a string, playing the open note, the first fret, and the second fret. Play the open string and second fret on the D string. Play the open string, second fret, and third fret on the G string. Play the open string and the 3rd fret of the last two strings. Move the whole scale down to the 12th fret to see how easily the form moves.