If you are playing rock music (jazz is a whole other game), most of the songs are in E or A, sometimes G or D, and once in a while a song will be in B. Then you have to transpose to your horn. On alto, I have to transpose by going 3 half-steps down from the guitar, bass, and keyboard, so my most common keys are (in the order above) C#, F#, E, and B, and once in a while Ab. So I always try them first. Also, when you're playing with other people, there's no shame in asking them what key the song is in. Then you just transpose accordingly.

All scales, keys, chords work exactly the same weather in Blues, Rock, Jazz, & Classical music. Our musical theory system was established hundreds of years ago and is true in all Western Music. (yes there is Eastern Music which works on a different theory, that's why it can sound strange or weird to some western people)

Understand this and you'll always know how to transpose to the right key!

Knowing and understanding even just a tiny bit of musical theory goes a long way in this discussion on determining which key you're in…

Here is the theory to understand:

The basic major scale that is used by our entire western music world is this:
C D E F G A B C
This is the C major scale.
Now instead of referring to it by the letters, use numbers:
1 2 3 4 5 6 7 8

The first improve lesson I posted was using the Pentatonic Major Scale. I believe I said this was a good one to start with because it has many purposes (very versatile) and has only 5 notes.

If you know that a Pentatonic Major Scale consists of the 5 notes: 1 2 3 5 6 you can look at the C major scale and figure out that a C major Pentatonic scale would be: C D E G A… right? Because those are the notes that correspond to the numbers.

This works the same for any key… even F#. Just because you change your key from C to the really scary F# doesn't mean you'll be adding or omitting certain notes. The theory is exactly the same.

So, let's look at the F# major scale:
F# G# A# B C# D# E# F#
In theory it's exactly the same as the C in that it has the same 8 notes, relative to the starting note which in this case is F# (1 2 3 4 5 6 7 8)

So, if you now want to play the Major Pentatonic Scale in F# you just pick out the 1 2 3 5 6 notes of it's scale and end up with an F# Pentatonic major Scale. Which is F# G# A# C# D#.

Here is the Pentatonic lesson link:
https://howtoplaysaxophone.org/pentatonic-major-scale

PS
these blues tunes we're using to improvise with don't have more than one key. They don't change keys… the chords change and we modify our scales to fit the different chords but it's all in the same key:

If we're playing a blues in G, on bar 5 when the chord changes from G to C, that doesn't mean the key has changed to C, only the chord has changed. C is the 4 chord in the key of G… if you were to still solo using a G blues scale it would still work and sound fine, but if you modify your solo with elements of the 4 chord it gives you the potential to sound even better and expand your musical ideas with more harmonic options because you can use more and different notes.

Please let me know if there is any of this you don't quite understand.

Johnny

+1. This really helps!

Good observations! Yes, it’s in G blues for soloing. If you study my solo note selection you’ll notice it’s pretty much just using the pentatonic minor blues scale.

The G# is not part of this scale or any other scale that would be used here but since it plays such a major role in the head line of the song it really does lend itself to make an appearance or two in the solo section. Remember, we have musical rules in theory which we break all the time. No big deal, as long as it sounds good we do it, and the G# sounds good in this tune. The basic rules are there just to guide us. But yes, think G minor pentatonic for the big picture and it’ll work right for you.