The Major Scale
It's major alright!
The major scale is only the most important scale in Western music, so it's really important that you know it up and down, left and right, front and back, and all that!
To start you off in the world of the major scale we'll build five patterns of the C major scale on the neck by using the pentatonic patterns and adding the missing notes (in the case of C major pentatonic that's F and B), so that the scale is complete. The notes will go as follows: C D E F G A B C - which you probably already know. If you don't, remember it, it's really useful!
Have a gander at the five patterns (the root note C is colored in blue). Take a long look at them until you see the resemblance with the pentatonic patterns.
Once you learn all the patterns of the major scale it is very easy to transpose it to other keys. Just shift any pattern up or down the neck with the root note on the key you want.
Pattern 3, groups of 4
Play the third pattern of the C major scale ascending and descending in groups of four successive notes. Play the scales using alternate picking and be really consistent with it (watch out when crossing strings, make sure that you alternate between upstrokes and downstroke every single time).
To help you better understand this exercise here is the pattern and the tabs. Use the tabs and the fretboard diagram only to familiarize yourself with the exercise. The goal here is to learn the pattern and to be able to play it anytime. Pay special attention to the root notes and remember where they are, it's important when shifting the pattern to play major scales in other keys.
If you know some music theory, you will notice that what you'll be playing right now is in fact the A minor scale (which is the C major scale shifted for a couple of tones). If you haven't a clue what's going on, don't worry. More is explained in the Modes of the Major Scale exercise, which you'll eventually get to.