Good question, Lew! No one really thought to interview (or to write down the interviews if they did them) blues artists in the 1920s-30s. So the interviews we have are generally from the 1960s or later. One exception, and it's a very interesting one, is John Lomax's interview of Wille McTell in 1940. I think this is it:
I agree that the Honeyboy Edwards book is essential for anyone interested in the blues. Those interviews were conducted long after the facts, but Edwards had a terrific memory and way of describing things. The Stephen Calt book on Skip James also is based on extensive interviews with the subject. Paul Oliver's Conversation With the Blues consists of snippets of interviews he conducted in the early '60s, along with recordings and photos.
And then there is Living Blues magazine, which was founded in 1970 with exactly the philosophy you espouse, to let musicians tell their own stories in their own words. Of course many of the interviewees are of later eras, but there are 1920s-30s artists in there too. I suggest you find a library that has the full Living Blues collection and sit down with it. Have fun!
