shuffle

The blues shuffle is based around the basic 12-bar blues progression of I-IV-V. That is you play the root chord, the chord at the 4th position, in the scale and the chord at the 5th position.
E.G.
C, D, E, F, G, A, B, C

C is the 1st position (or degree), F is the 4th position and G is the 5th position

In A, (A, B, C#, D, E, F#, A), you'd play A (I), D(IV) and E (V).

The shuffle uses notes, taken from the scale of each of those chords. They are the root, the 5th and the 6th. With an A chord, you'd be using the A, E (5th) and F# (6th):
|-------------------------|-------------------------
|-------------------------|-------------------------
|-------------------------|-2--2--4--4--2--2--4--4--
|-2--2--4--4--2--2--4--4--|-0--0--0--0--0--0--0--0--
|-0--0--0--0--0--0--0--0--|-------------------------
|-------------------------|-------------------------
E E F# F# E E F# F# A A B B A A B B
A A A A A A A A D D D D D D D D

For the D part of the progression, you'd use D (root), a (5th) and B (6th) - A, B, C#, D, E, F#, G#, A.
For the E part, you'd use E (root), B (5th) and C# (6th) - E, F#, G#, A, B, C#, D#, E

I see. It's very confusing for a beginner. I tought a song is written in a certain key that is based on a scale, minor scale, Major sacle... and chords are based on that scale. But now it's like the chords have a different scale in the same song.

Another question is : there are more then 1 F# sharps on the fretboard, how do you know it's just that F# sharp you have to taken ?

Thx

I see. It's very confusing for a beginner. I tought a song is written in a certain key that is based on a scale, minor scale, Major sacle... and chords are based on that scale. But now it's like the chords have a different scale in the same song.
Another question is : there are more then 1 F# sharps on the fretboard, how do you know it's just that F# sharp you have to taken ?
Thx
Key and scale are basically the same thing. If a song is written in the key of C, it uses the C scale.

Normally, you would use harmonised chords - those that only use notes, found in the scale of the key. So, if you were playing in the key of C, you'd only use chords that used the notes C, D, E, F, G, A and B (no sharps, no flats). This would give you Cmaj, Dmin, Emin, Fmaj, Gmaj, Amin, Bdim. This sequence (maj, min, min, maj, maj, min, dim) holds true for all major scales (keys). You can find a diagram, that may help here
However, blues is sad, so dissonance helps the mood. Using some of the out-of-key notes adds to the feeling.

There are several places where F# appears. As far as chords go, it doesn't matter which one you use. You'll find that some are just not feasible, because your fingers are simply not long or bendy enough.

Remember that music theory is the result of practical observation and, so, tends to reflect what is and is not possible for a human, rather than physical laws of the universe.