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How was it not experimental in the beginning? The definition of experiment is "an act or operation for the purpose of discovering something unknown." I'd say the first blues players were doing some experimenting.
Blues music wasn't all that unknown (as far as music composition goes) in the beginning... its sound was derived from the melancholy folk songs that African Americans would sing while they would work. Also, avant-garde music is characterized by being structurally unconventional and (usually, if not always) atonal... blues is not. Personally, I prefer the term "avant-garde" to "experimental" to avoid any confusion... or those just wanting to argue about semantics and genre-naming in music.
Here are two songs that were released in the early 20th Century... one is a delta blues song and the other is an avant-garde/noise piece.