Often you will have little light on the stage, so you will need a large aperture and/or long shutter time to get a picture using only the ambient light. One possibility then is to use a flash - which needs to be strong enough to lighten the stage, the backside is that the flash will then 'destroy' the ambient light on the image - and often the ambient stage light is an important part of how the performance looks...
Blurriness comes from movement, either of the camera or the object. If you are taking photos of a concert where there is a lot of action, you want to have as short shutter speed as possible (short speed? well, you understand I hope) if you have a camera where you cannot control the shutter speed, try to use a "sports program". Maybe using a flash ends up as the only possibility. If you are in for buying new equipment, look for a camera or lens with a large largest aperture (smallest number for aperture). If on the other hand you are making pictures of classical performances or other types of concerts where the artists do not move much, try to find something to put the camera on, or train to keep the camera still, elbows towards your sides, breathe slowly, press the button carefully. Again, if you are in for buying equipment, also look for a camera with active shake reduction.
In some cases, a degree of blur in the image may just be what "makes it", I once took these two pictures at a concert (
the five corners quintet, a Finnish jazz ensemble) And I would say the blurriness (from the artists movements) makes the pictures better.

M.