12-bar blues: the chords, and a shuffle to play over

The form, bar by bar

Bars 1–4 on the I, bars 5–6 on the IV, back to the I in 7–8, then V, IV, I and the V again in bar 12 to turn the form around. Every chord is a dominant seventh, which by the rules of classical harmony should not work at all — and is the first thing the blues taught jazz.

This version keeps the IV for two bars (no quick change) and ends on the V, the turnaround in its simplest form. The trio plays it as a shuffle: boogie bass, a heavy backbeat on 2 and 4, and triplet eighths.

Your pentatonic box here (in A)

The A minor pentatonic (A C D E G) works over all twelve bars, and that is not a cheat: the C against A7 is the blue note, a minor third over a major chord. Bend it a little toward C♯ and you are playing the oldest sound in the music.
Jazz begins with hearing the chords move. Over D7 the C of your box is its seventh, and F♯ — one fret under the G — is its third. Over E7 the D is the seventh, and G♯ — one fret under the A — is the third.
The exercise: stay in the box, but make the first note of every new chord its third — C♯ on A7, F♯ on D7, G♯ on E7. Three notes outside the box, and the changes are suddenly audible in your line. That habit is the whole ladder in miniature.
Over the A7 bars you can also switch to the A major pentatonic (A B C♯ E F♯). Switch back when D7 arrives: against D7 its C♯ is a major seventh, the one note that sounds wrong there.

The tips are in the step’s own key; in another key the same degrees apply. The pentatonics finder shows any pentatonic against any chord, note by note.

How to practise this step

Two choruses playing only the root of each bar, on the beat, until you feel bars 5 and 9 coming without counting.
One chorus of thirds only — C♯, F♯, G♯, one per chord, as long notes.
Then solo with your box, landing on the third every time the chord changes.
When it feels easy, raise the tempo — or go up to step 2, where the IV comes back in bar 2.