Hey guys,

I want to upgrade the speaker in my Blues Jr. I'm looking for something that could give me more clean headroom if possible.

You'll have to look into something that has high sensitivity then, though I don't know how sensitive/efficient the stock speaker is, so even with a good replacement, the difference may not be too big. A speaker swap may therefore not be the solution to your problem.

Manufacturers typically list sensitivity on their speakers' spec sheets. You're looking for stuff around 100dB SPL.
thanks! So I was looking at the Celestion Vintage 30 on thomann, and they say it's "extremely high sensivity, 100db". should I go for that one ?
If you like the sound of it, sure. Most good guitar speakers are around 100dB, not just the V30. One thing you'll notice about it is that it has a spike in the upper mids which helps it cut through a mix and makes it seem louder, but not everyone likes it's sound because of it. I sold my V30s precisely because of that.
Definitely try before you buy, or buy a used one so you can sell without losing cash over the speaker if it turns out it's not what you want.

And again, you'd have to check the stock speaker's sensitivity to know whether a new speaker will actually be louder. Email Fender or the speaker's manufacturer (Eminence in your case, I think... should be written on the speaker) and ask for a spec sheet. My guess is that you'll have more luck with the speaker's manufacturer.
The wattage should be equal or higher than what your amp is rated for. 120w is fine.

Listen to clips on the internet at least. They sound different than what you'll hear in real life, but they'll at least give you a rough idea of what speakers sound like. There's plenty of stuff on youtube.
ah thanks! I was worried it might make my amp explode. Thanks I'll have a good look on youtube.

And for the break in period of the speaker, how long does it usually take ? If I play 1h a day ?
There's certain guitar speakers designed so that they resist breaking up... more like a hi-fi speaker, so you may want to look into those. What's the point of using a more efficient speaker if it's a kind that is designed to break up more easily. So yeah, pick something with clean use in mind.