i know how to play them, but where do i take them from there? i mean, if i play a A major arpeggio then what, if i wanna continue arpeggios what would i do next, such as malmsteen what does he do after?
Arpeggios are just chords. Treat them as such.
Find all the chords in a major... then play the arpegios to them.
Play them as chords but pick single notes instead of strumming?