Well, as the old blues masters used to say…
“If it sounds good, it is good!”. Trust your ears and experiment. (Because they didn’t know theory too).
I’m sure there will be some mathematical equation or something like that, telling you that this or that note works perfect “in between”, but in the end, it all comes down to “a feeling”.
How you interpret the song you’re playing, what you’re feeling at that moment in time, what you’re trying to communicate to your listeners, etc…
You can ask a thousand people this question and get a different answer every time.
Music theory is, in my view, needed if you want to dive deeper into how music’s made.
It will help you with chord building, extensions, reading sheet music, finding notes, building chords on the fretboard on the go, etc…
There isn’t, afaik, no “kind of music theory”. There’s theory, and that’s it.
If you want to know where it all started, there’s this:
“a raw musical form derived from African musical traditions, religious spirituals, work songs, and the field hollers of Mississippi slaves. The blues emerged in the Delta region of Mississippi during the late nineteenth century”
Source: What Came First, Blues or Jazz? | TheCollector
You could go down that path to get an deep dive into blues.
Or you could listen to a bunch of stuff, old and new and listen how it evolved.
So experiment. Try different things, learn your ears to listen to what you’re doing. You’ll find that some notes sound better than others. Those same notes will even have a chance of sounding different in your ears on a different day. (Here’s that feeling again).
Good luck!