By default the Blog template sets the Categories for Posts to single selection. This is a real bother as many Posts will have multiple Categories that can be assigned. So I have put together a step by step process for changing it so that your posts can have multiple Categories.
Go to your Blog and select Mange Posts in your Admin Links. If you do not see Admin Links then you either do not have access to do this or are not signed in.
From Settings select List Setting:
Once in the List setting scroll down to Columns and the click on Categories.
When you are in the Category column settings, scroll down to Additional Column Setting and check the box for Allow Multiple values and then click OK.
You have made it so that your Posts can have multiple categories.