I am also trying to learn blues, and I feel first thing I must do is to learn the songs before trying to play them.
I feel that one can use anything to play the blues - flat pick, thumb pick or just bare fingers.
I am more comfortable with my fingers than using picks.
Some people seem prefer using nylon stringed guitars for playing blues too.
https://www.youtube.com/watch?v=6VlNYEAiALQ