If you mean a wordpress.com blog then you go to the blog you want to follow when you are logged in to wordpress.com and you click the “follow” button on your Admin bar. http://en.support.wordpress.com/following/
When you’re looking at their blog, there should be a Subscribe or Follow button right in your grey Admin bar. Just click it. If you prefer emails, check to see if they have a Subscription widget in the sidebar, which sends emails.