Navigate to Appearance > Widgets to see available sidebars and widgets, Example for overall site sidebar’s in the first step you need to add some widgets inside your primary Sidebar area. The primary sidebar area’s widgets will show on the blog sidebar; like below shot:

To change Widgets you have to navigate on Widgets section, Dashboard>Appearance>Widgets

Here, you can add or remove any widget on your specific area (ex; Primary Sidebar, Footer, or Secondary Sidebar). If you want to change blog style or blog related something, you have to navigate on;

Dashboard> Sparch Options> Blog>