James Baldwin's "Sonny's Blues," is entitled thusly because of its musical connection to suffering. As you know, "the blues" is the forerunner of rock and roll, jazz, and R & B (rhythm and blues). The blues are descended from gospels and slave songs. As such, they are connected to both praise and suffering, hope and despair, and--here in this story--two sides of the African-American experience.
In the story, Sonny plays "Am I Blue," and Sonny's brother, the narrator, says, "He hit something in me, myself." The music has a way of penetrating to the core. Richard Wright, a contemporary of Baldwin, says:
Blues, spirituals, and fold tales recounted from mouth to mouth...all these formed the channels through which the racial wisdom flowed.
Another contemporary Ralph Ellison agrees:
The blues is an impulse to keep the painful details and episodes of a brutal experience alive in one's aching consciousness--to finger its grain, and to transcend it, not by the consolation of philosophy but by squeezing from it a near-tragic, near-comic lyricism.
So, when Sonny plays the blues, his brother and all of us can feel his pain, sense his rebellion, repression, and religion, identify with his problems of substance abuse, family, work, and women--all in the notes of songs without words.