In most blues the chords are I-IV-V. I am learning Help me through the day by Freddie King. I looked at the intro of this song and the chords are B minor, E minor and F sharp 7th. What key signature would that be? And how can I understand these chords? It's not I-IV-I like in most blues. Should one really just think of chords in blues songs or are there more to consider when understanding this?
There are minor blues as well. They will use i iv and V (or i7 iv7 and V7 for 'real' blues). As you state, I(7) IV(7) and V(7) are more usual, but the same 12 bar format is often used for a possibly more miserable blues. This is not a standard 12 bar though.
The bridge goes to the relative major of iv which is a common trick in minor blues. The V is usually dominant, but can also be found in its m7 form. To make life interesting, the dominant fifth can incorporate both the maj and min 3rd, producing what's known as the 'Hendrix chord'. Properly named 7♯9, which maybe doesn't do it justice in this situation.
The key sig. for Bm is always F♯ and C♯.
The notes sung/played are most frequently from the blues scale - and there are two of those - major and minor, funnily enough. BUT - the minor blues notes are probably featured most in both. They work well over the minor blues, as expected, but they also work well, in a tried and tested way, over the dominant 7th chords. They maybe shouldn't, in theory, but that's the blues .