Hey guys, JUst a quick questiom, when looking at a song, specifically the solo part, how do you tell what key or scale it is in, and when it changes. For example, if I wanted to improvise over little wing's (SRV) solo, what key is it in and does it change. Thanks in advance.
This is a common questiin. Perhaps we should make a sticky that answers all common questions. Oh, ELV!

And "Little Wing" is in E minor, Eb minor if you take the down-tuning into account.
the way to tell is to look at what the rhythm guitar and the bass and/or piano is playing. If they're playing Em, G, Am, Bm, then they're probably playing in E minor. When what they're playing changes, the key changes. as for what scale it is, you simply have to identify the notes that the soloist is using, and determine what scale he's using. In most rock songs, it's either the minor scale, major scale or pentatonic scales.

as for playing lead to the song, there's a billion and one things you could play over that progression, and enough "rules" in music theory to make it all work. I'm pretty sure you can play that solo entirely in E minor.