Hi,
Please select the blog document in the content tree and go to its Properties tab -> Menu -> Show in navigation and set this box to true (check it).

Now, you need to alter the menu web part. Please find this web part and open its configuration window. Now, in the field named "Document types" you need to explicitly add all the document types you want to display (if this field is blank, by default the page menu items are listed only). You can use the "Select" button to choose appropriate document types.


Best Regards,
Juraj Ondrus