Listening to 70's Rock, I wanted to get into Blues and Jazz. Anyone recommend me some artists or songs that is good for someone used to rock?

Also, I want to start theory. What would I need to learn to be able to improvise Blues and Jazz? Seriously, I don't know where to start.
Blues: Stevie Ray Vaughan, Jimi Hendrix's blues stuff, Joe Bonamassa, Robert Johnson, John Lee Hooker, Buddy Guy, The Kings (Albert, Freddie, BB), Clapton
Jazz: Wes Montgomery, John Scofield, Charlie Parker, Miles Davis, Guthrie Govan...dont just listen to guitarists

To improvise over blues just listen to a lot of blues and learn the blues scale/12 bar blues. To improvise over jazz dedicate your life to chord/scale theory, get a real book, learn to read charts, listen to jazz, and play everyday.
Check out the Mahavishnu Orchestra. They're like a mix of classic rock and jazz, sort of.
if you want to get into the blues check out the song aint no sunshine by bill withers...awesome song dude