#1
I am a beginner when it comes to soloing, so I am looking for some advice

Let's say I am jamming to rhythm of notes E, A, and B in a blues-like shuffle. My problem is knowing WHAT to play. Do I play strictly in the E blues scale?
#2
You can play only in the E blues or you can follow the changes playing appropriate scales with each chord.

If you're a beginniner to soloing then for now just stick to the E blues ideas throughout the whole progression, that'll help you get the idea of phrasing and such much more easily without having to shift your mentality to different scales as the chords change; even very advanced players often have a lot of trouble with that kind of thing.
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#3
Well can't answer it no better than that...
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