Is there a type of music called blues?

Yes.

It was developed by negro slaves in the 18th-19th century in America from African tribal songs and chants. By the 1900's it has become an art form in it's own right and was characterised by its sad lyrics and mournful tone.

It lead to the development of Jass (Jazz) and eventually Rock and Roll music. The biggest proponent of this was Elvis Presley, who took rhythm and blues and developed it into rock and roll.