Good questions. I am answering them out of order.

Originally Posted by: AleromanWhat scales or arpeggios can you play over your blues rythm??[/quote]
Start here for a basic run down of how to target chord tones in scales to build leads over I-IV-V blues progressions:
http://www.guitartricks.com/tutorial.php?input=217
http://www.guitartricks.com/tutorial.php?input=232
http://www.guitartricks.com/tutorial.php?input=244

Originally Posted by: Aleroman... I dont understand what rythm chords go with solo playing and vice versa.

For a basic overview of how scales and chord relate to one another, check these:
http://www.guitartricks.com/tutorial.php?input=426
http://www.guitartricks.com/tutorial.php?input=427
http://www.guitartricks.com/tutorial.php?input=428
[QUOTE=Aleroman]For instance, when your playing 12 bar blues Rythm, what chords can you play? Like A, D, E and in what order? Also, G, C and what else?

If you are trying to figure out what three chords form a I-IV-V blues chord progression in any key, I have done them all for you (and with backing tracks to play along!) here:
http://www.guitartricks.com/tutorial.php?input=406

Hope this helps. Let us know how it goes.