I was about to begin with the first blues recordings, but I read a very intersting Wikipedia article on W.C. Handy. Now that I see more clearly, I have to write a few words about the Handy case (sorry for that bad pun, I couldn't help).
There is this legend that, in 1903, he heard a bluesman playing the guitar at a train station in Mississippi, and that (this is a quote from Wikipedia),
Partway through the evening, while playing a dance in Cleveland, Mississippi (circa 1905 ), Handy was given a note that asked for “our native music”. After playing an old-time Southern melody, Handy was asked if he would object if a local colored band played a few numbers. Three young men with a battered guitar, mandolin, and a worn out bass took the stage.  (In recounting the same story to Dorthy Scarborough circa 1925, Handy remembered a banjo, guitar, and fiddle.) “They struck up one of those over and over strains that seem to have no beginning and certainly no ending at all. The strumming attained a disturbing monotony, but on and on it went, a kind of stuff associated with cane rows and levee camps. Thump-thump-thump went their feet on the floor. It was not really annoying or unpleasant. Perhaps “haunting” is the better word.”
Owning a publishing company in Memphis then in New York, he was the first to publish (as sheet music) blues songs he had arranged and composed from what he heard in the Delta country and in Saint Louis. Some of them, like "Saint Louis Blues" or "Memphis Blues" (1912), were very successful and helped this new style make its way to the studios in the city of New York.
So, the question is : if the first account of blues dates from 1903, how long had it been alive in the Southern states ? As another wikipedia article says, "little is known about the exact origins of the music". The wikipedia answer is "somewhere between 1870 and 1900". A little frustrating, but as there were no recordings, it is impossible to tell. French scholar Gérard Herzhaft (thanks Gérard, without you this blog wouldn't be this rich and documented) guesses that when it was first described in the very first years of the century, the term "blues" was very recent.
For a definition of the blues as a musical style, check here
W.C. Handy - Saint Louis Blues (buy) (1923)