The phrase above “Following the Chords” is pointing to something quite important in Hey Joe: the soloing sounds bluesy and spontaneous, but Hendrix is not simply playing one pentatonic scale indiscriminately over the whole progression (lthough you can do this if you like). The useful lesson here is to show how his melodic choices relate to the individual chords as they pass underneath.

The five-chord cycle

The basic progression is:

C – G – D – A – E

Each chord is a major chord, and each root moves upward by a perfect fifth:

C → G → D → A → E

There is no single conventional major or minor key that neatly contains all five major chords. If you tried to explain the song simply as being “in E” and derive everything from the E major scale, you immediately run into problems, namely, that C major, G major and D major don't belong to E major. (they're all sharps)

Yet the progression sounds completely convincing because of the strength of that repeated root movement and because everything ultimately resolves onto E, which functions as the tonal centre.

So Hey Joe is a great example for teaching the distinction between:

“What key am I in?” and “What chord am I playing over right now?”

What Hendrix does melodically

The obvious starting point for improvisation is E minor pentatonic:

E – G – A – B – D

or E blues:

E – G – A – B♭ – B – D

That set of notes immediately produces the Hendrix/blues-rock character over the E tonal centre, and the E note straight out of the gates on the solo emphasises this. (he bends from D up to E and adds some vibrato)

But there is a more sophisticated layer. Look at what happens if the we start noticing the chord tones:

Now something interesting emerges. E minor pentatonic doesn't contain F♯, C♯ or G♯. Those notes arrive from the D, A and E major chords.

That gives you a very good progressive teaching exercise. Essentially we start by improvising across the entire progression using E minor pentatonic. It works, and establishes the blues vocabulary, but we want to break out of this and add more colour.

The next step is to deliberately land on a note belonging to each chord as it arrives (the first, thirds or fifth). The chords change each 2 beats of the bar so we can play in 1/8 notes. 

Finally, introduce the major thirds:

F♯ over D → C♯ over A → G♯ over E.

The idea here is that the solo begins to sound as though it is travelling with the progression rather than sitting on top of it.

The particularly Hendrix-like tension

The last chord is especially useful in terms of this structure.

E minor pentatonic contains G.

E major contains G♯.

So against the E chord Hendrix has access to one of the fundamental sounds of electric blues: the tension between the minor third and major third.

On guitar, you can actually hear the harmony being negotiated by bending G toward G♯, sliding between them, or allowing one to rub against the other, or hammer on, pull offs.

Hendrix really lays out the idea that a scale is a source of vocabulary, not a set of notes that must be mechanically applied to every chord.

It also connects rhythm and lead

There's another reason I like Hey Joe as a trainer song on this Hendrix learning pathway. “Following the chords” needn't only refer to soloing.

Hendrix frequently decorates chord shapes with little melodic movements—hammer-ons, pull-offs, slides, bass movement and double-stops. With Hey Joe we can step up over three increasingly sophisticated ways of playing exactly the same progression:

1. Harmony: simply play C–G–D–A–E accurately and hear the five-chord cycle.
2. Rhythm: turn those static chords into Hendrix-style rhythm parts by adding embellishments and connecting phrases. (In our lessons this will include playing chord fragments, playing in different fretboard locations and adding 9ths on to the chord)
3. Melody: improvise in E minor pentatonic, then start targeting the notes of each passing chord.

This song sets up Little Wing beautifully. In Hey Joe, we can discover that the melody can follow the chords. In Little Wing, we can take the next step and show that the chords themselves can become melody.