That is not to say that the blues is all grim. There is humour but the two lyrics which immediately spring to my mind represent rather dark humour.
There is Seasick Steve's 'Started Out with Nothin' where the lyrics run:
I started out with nothing,
And I've still got most of it left.
and best of all, I think, is Albert King's 'Born Under A Bad Sign' where the lyrics run:
If it wasn't for bad luck,
I'd have no luck at all.