The most important thing to playing any style is the feeling. Certain styles tend to use certain scales, types of chords, song arrangements, etc (for example, a lot of heavy metal makes use of the minor scale and the harmonic minor scale); but the point is to get the feeling and to push the envelope of any style, and even make up your own style. No style should be limited to a certain set of parameters. Music should not exist inside a box. Music is a living art. Once you learn how to play the blues, push the envelope with it.
Learning more than one style will also help you to become a well rounded musician. Many artists who play rock, such as Led Zeppelin, have learned blues and learned how to incorporate it into their style. Alex Skolnick, the lead guitarist for the heavy metal band Testament (he has also played in Trans Siberian Orchestra and his own jazz trio called Skol Trio), has learned to play many styles; and this is what allows him to be such a dynamic lead guitarist. Learning more than one style will allow you to be a true musician.
Again, certain styles do traditionally have certain trends to them, and you can learn a lot by learning through these. If you really know your stuff then you will be able to challenge the comfort zone of any style you learn and take to new areas of discovery.
Learn to put soul into your playing. Put some real feeling into your playing. Otherwise you will just be a text book guitarist. The foundation of all these known styles has already been laid down by others. In music, there are the pioneers, the true creators of their sound; and there are the millions of followers who have learned to reproduce the trends of a given style. Learn to push the envelope so you can be a true pioneer of music, not just another follower.