We need to come up with a better way to describe what the Johnnie Woods blues performance of 1910 was and why it's significant. But it wasn't the first documented blues song (in fact the song itself isn't documented) and when most people hear music was "recorded" they're thinking of an audio recording.
The first documented blues song I'm aware of was Antonio Maggio's
"I Got the Blues" from 1908. A ragtime song with a 12-bar blues riff in the first three strains, the sheet music was published in New Orleans by Maggio, a white Italian-born musician. There are documented songs going back as far as 1897 that associate the idea of having "the blues" with music, but they don't use the musical style we now call "the blues".
The first recorded blues song was probably Mamie Smith's rendition of
"Crazy Blues", which didn't come until 1920.
Johnnie Woods' LaVilla performance was significant as it was the first known live blues performance ever to be documented, thanks to a review in the
Indianapolis Freeman, of all things.
This is important as it shows that by 1910, blues music was being incorporated into professional music hall performances. It also shows that it was well enough known that the reviewer could expect his readers to know what "the 'blues'" meant. Locally, it's very important as it establishes Jacksonville's place a hub for early blues music, and that it was a significant center for African-American culture.