Hey, Kyle. Congrats on your progress so far. The general principle is to make sure your knowledge (theory) and playing skills (practice) keep growing at the same pace. Otherwise you wind up learning ideas you can't or don't use or else you're playing things but don't understand them.
The good news is that the courses generally have the right amount of theory baked into the practical examples. If you keep working through the blues course, you'll gradually get the theory you need along with the playing skills.
Regarding moving forward with theory in your specific case, that depends on your goals and time. If you have the time to pursue both, then it's great to work on both paths in parallel. If you are trying to maximize your time then I'd focus on the blues course. You'll learn musical examples to play and then later you can return to the theory tutorials to flesh out your understanding of what makes those musical examples tick theoretically.
For example in the blues course you'll learn how to play dominant 7th chords. After you get them down you can look at the theory tutorial on chord theory to understand more of the concepts of those chords and how they fit into music in general. Same for scales. The beginner scales are a great way to start to understand the basic sounds in music and build the skills to play single note melodies, riffs, licks, lines. And then in the blues course you'll some specific lines in that style. You can return to the theory tutorials to learn the ideas specifically behind the pentatonic scales and why they are widely used in blues.
Hope that helps. Keep practicing!
Christopher Schlegel
Guitar Tricks Instructor
Christopher Schlegel Lesson Directory