Well obviously to begin you're going to want to learn the major scales. Though if you're a metal fan like I think your username is suggesting the pentatonic minor scale is something worth looking into.

Also, make sure you understand music theory and know the simple stuff. You need to understand everything about the scale, which should make learning easier.
ok i'll learn the majors because i like all kinds of music and would rather learn what i should learn first. I'm not an expert or anything on music theory but i know the fretboard note layout. What else should i know
It's a pretty long ordeal but i think...no no no...i KNOW...that learning the major scale and how to manipulate those major scales to pick out whatever scales you want...whatever modes and in whatever progression.

But you need to first learn

1. All fretboard notes inside and out.
2. Learn all the Major scales like the back of your hand, or better!
3. Then go on learning how to use those within progressions and how to pick whatever modes and stuff you want from there using the knowledge you have!

Now i'm not saying i know all these things but i know what i need to study, and am as of now trying to memorize my fretboard like it's the back of my hand, and pick them out whenever i need them on an impulse. But i know doing that it will help me be able to utilize whatever scales i want just based on notes and sounds rather than memorizing numbers and patterns of a minor pentatonic scale :P
Major scale. -How it's constructed and how to spell it in all 12 keys. And how to play it all over the fretboard.

Learn all the intervals (major minor perfect augmented and diminished) so you can instantly recall the note any interval above or below any given note. Get to know them so you can answer a question like "what note is a minor sixth below D♭" quicker than you can answer a question like "what's 4 times 6?" (If you can train your ear to hear the intervals too it will help you immensely.)

Learn how to harmonize the major scale to form diatonic chords. Learn about the numeric system for scales and the roman numeral system for chords.

Learn the natural minor scale as well. This would be the second scale to learn. Learn how it is different than the Major scale and learn about "relative" and "parallel" relationships. Learn to play it all over the fretboard and how to spell the minor scale in all 12 keys.

Learn how to harmonize the natural minor scale.

Learn about the harmonic minor conventions and what it is used for then the melodic minor conventions and what it is used for.

Then learn about Pentatonic major and Pentatonic minor scales and the blues scale.

Then once you have all that down solid inside out and backwards have a look at the different modes of the major scale.

Then once you have those down and understand them have a look at the modes of the harmonic minor and melodic minor scales.

When you have that down have a look at some synthetic scales and more exotic scales. That should keep you busy for a few months. Or you can spend a lifetime with just the major and minor scales and explore them without ever running out of ideas or new possibilities.

A good understanding of the Major scale and intervals will make everything else so much easier so take the time to learn that WELL. It is one of the most fundamental building blocks of Western Music Theory.

Best of Luck.