Scales are a progression of notes in any given key. For example the major scale (all full notes, no sharps or flats) starting from the nut on a standard tuned guitar is...
(starting from the fat string on top)

6) E..F..G
5) A..B..C
4) D..E..F
3) G..A
2) B..C..D
1) E..F..G


Any given style of music will use various scales to "shape" the sound. The Blues scale is a variant of the minor pentatonic. If you just play through the blues scale, you can almost feel the delta mud betwen your toes.. Throw in a few bends and slides and Presto..instant guitar legend.

Drop in your local guitar center or home town shop and ask about a book on scales and modes.

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