Fender Blues Junior
I'll not speak about "how to turn Fender Blues Junior into Marshall amp". Just don't do that. It's plain simple. What you CAN do with mods however, is mostly about getting more shades on already great tone, which to some people can be very important. Having said that, I will not focus on all possible mods, but only on those that actually makes sense implementing: tubes and speaker replacements.
The very first thing you can do is to explore different Fender Blues Junior editions. They really cover wide range of guitarists' preferences. But, I'm aware that Fender sells only one constant edition, and other ones are limited (eg. there's only 800 Texas Red Juniors made), and therefore they are possibly hard to find (especially if you live outside US). Mods however, come with greater availability.
A huge note to all!!! Fender Blues Junior needs 12" speaker with 8 Ohm output impedance, that can handle at least 15 Watts of power. On the other hand, Fender Pro Junior can have only 10" speaker! Do not make a mistake here.
By default, Fender puts specially designed Eminence speaker in standard edition of Fender Blues Junior. Having only one option is rarely enough, so many enthusiasts have tried various other speakers as well. After a certain time, two speaker manufacturers were established as the most suitable options among guitarists. Those are Jensen and Celestion.
Both Celestion and Jensen are producing many different speakers. It's hard to actually know which one will suit you. But, since you're not alone, you can take advantage of what's already known and accepted! Celestion Vintage 30 speaker is the most common selection. Really, it's not too moody but has enough bass at the same time for rock'n'roll stuff, and also it's not too bright, but delivers classic fender tone perfectly. Both Gibson and Fender guitars sound wonderful with it. To that matter, guys at Fender really listened to their customers and Fender Blues Junior Texas Red edition comes with this speaker built-in! But you might as well prefer something different from Celestion product line. They are really a great corp in speaker business! Feel free to check anything that's available to you. I'm just saying that Vintage 30 is one of the safe choices out there. Celestion speakers cost a bit more than Jensen, but it's not a huge difference.
Another popular choice are Jensen speakers. Two of their products caught the most attention for speaker replacement in Fender Blues Junior amp. Those are C12N and P12R. SRV fans will appreciate C12N! It's bright, it's crisp clear, it has guts! However, other parts of Fender Blues Junior might not utilize all the possibilities of these speakers that well. There are other mods for Fender Blues Junior which will do the trick here! The most common is BillM mods (https://www.billmaudio.com). Here's a video demonstration of BillM modified Fender Blues Junior:
Every few years (more or less, depending on how much you play on your amp), tubes will burn out! It's very much normal thing to happen, so don't be afraid! Either you're at this point, or you're just looking for a bit different sound, it might be a good idea to check out some tube variations. In Fender Blues Junior preamp section, there are three 12AX7 tubes. These tubes are guilty as charged for that beautiful Fender overdrive tone! In output section, Fender Blues Junior has two EL84 (groove tubes) power tubes. Tubes are easily replacable and everyone can do it! I'm really not an expert in different tube variations, but from what I learned by browsing the web, people definitely seem to like JJ/Tesla, Tung-Sol and Mullard tubes, so check them out! They're really not expensive.