The basics
Major Scales
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The word 'scale' comes from the Italian word 'scala' which simply means ladder. In music, the scale is a way of climbing from one note to the same note an octave higher.
The most familiar sounding scale in western music is the major scale. Here's how to build a major scale on your guitar.
Starting with open E string 1 , play this series of tones and semitones:
Tone(1) Tone(1) Semitone(½) Tone(1) Tone(1) Tone(1) Semitone(½)

Whatever note you start on, playing this pattern of tones and semitones will produce a major scale.
Here are some major scales starting on different notes written in notation form:

Notice how when we start on C there are no sharps or flats. The notes of the scale are often referred to as root (or tonic) 1st, 2nd, 3rd, etc. as shown in the diagram. This is very important for when you start figuring out chords.