Need help with understanding some of the exercises:
"Sing a harmony to notes youre playing. Start with something simple, like a fifth, then a fourth... untill youre able to sing the harmony part(like a minor secondWhats this?) perfectly to an improvised atonal solo."

And what does it mean to "play an interval"?Is it playing two chords that are connected in the circle of fifths?
A minor second is an interval of 2 notes a half step apart. (C and B for example)

And for your second question.... do you understand music theory? Because it sounds like you're confused about something quite simple....
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An interval is just the distance between notes, or in other words a description of how many steps or halfsteps there are between notes. What he means in this excerpt is that when you play a line on the guitar try to sing a note that is a certain distance away from the note you are playing. In the case of the fifth, when you play a note, sing the fifth which is the second note of a power chord. Then when you can do that try to sing a fourth along with what you're playing, and continue working on it til you can harmonize any note you play with any other note using your voice.

A minor second is a half-step, so he means that when you play a note, try to sing the note that is one fret up from it.
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I do this workout each weekend and about that it says that it's difficult. So I'd suggest starting with the simpler aural training. Btw, study the theory it says to do so.