Hi, I found this exotic scale that sounds interesting while playing my guitar.
It's got the following notes: A B C D E F G# A. To me, it looks like some kind of A minor scale? Am I wrong? How is it called? Thank you!
That would be A Harmonic Minor.

Harmonic Minor raises the 7th note a half step which is the source of that exotic sound.
Harmonic minor is used a lot. It's really not that "exotic". If a song is in a minor key, harmonic minor scale is used pretty often. The only difference to the natural minor scale is the major 7th (the leading tone) which creates more pull towards the tonic. You could compare playing Em-Am-Bm-Em and Em-Am-B7-Em. The one with B7 sounds a lot "stronger", doesn't it? The difference between those two progressions is that the one with Bm uses natural minor and the one with B7 uses harmonic minor to build the chords.