In a nutshell, "The Weary Blues" is a poem about a musician that wears himself out by singing the blues. "The Weary Blues" is the title of a ragtime song that Artie Matthews wrote in 1915. It's possible that Hughes could have lifted the title from Matthews; the song had become popular by the time Hughes wrote his poem. Hughes wrote in an autobiography that he took the song lyrics in "The Weary Blues" from the first blues song that he ever heard (source).