record a chord progression with the loop, then play over it in the key that you used.

for example, if you do a standard blues, using the I, IV, and V chords, (in E, they will be the chords E, A, and B, respectively, all major), you could then play in E Major over the top of it.

If you check out my youtube link in my sig, I do loops for most of my journals. In particular, 24 is a good example of what you can do with it.

Is there anything else you're confused with?
Quote by brendan40
It sounds like you used a pentatonic blues scale to play the guitar lead.

Mostly, yeah. I tend to go back and forth between the pentatonic scales and the major scales.