Hey Jeff, I am a scroll saw instructor at Woodcraft in Ventura, Ca. I start my beginners students off cutting 3/4" pine with an Olson #5 skip tooth blade. A skip tooth blade is just what it sounds like, a tooth, a space, a tooth and so on. This is an overall good blade to start with. The #5 is a good size for 3/4" softwoods and 1/2" hardwood. As you progress, these may change for you, but this is a good starting point.
Now, when to change blades? First of all, blades are cheap. I by them by the gross. So changing blades is constant. When the blade is no longer cutting the way I want it too, it's time to change it! That means that if it lasts an hour, or last one minute, change it. Tonight, I was cutting ornaments and a blade I was using lasted an hour, but typically, 15 to 30 is normal for me.
If it is no longer cutting the way you want it too, change it.