#1
And it listed out all of the important scales, and the modes of the Major scale.

I've studied the Ionian and Aeolian scales, and the Major and Minor Pentatonic scales. I know how these four scales work, how they're constructed and all that jazz. But now that I know the theory behind them, I figured I might as well learn their patterns.

What I was wondering, was should I learn the Major scale in all 12 keys first? or what?
#2
I wouldn't go that far. First learn Gmaj and Cmaj as they are most common. Patterns are great in that after you get the feel for them they are easily "translatable" to the other keys.

Also remember to learn your fretboard well too!
Gear:
Inflatable Guitar
Digitech GSP 2101/Mosvalve 962/Yamaha S412V
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#3
What I was wondering, was should I learn the Major scale in all 12 keys first? or what?
Setting aside open strings as exceptions to the rules to be handled later, the major scales are the same in every key. What's necessary is to learn the scale FORMS. In practice, this means starting the scales on different strings with different fingers.

Here's how I look at it: Consider the "cowboy chords". The C chord can be barred, and those notes played one at a time are one scale form. The A chord can be barred, and that's another scale form. And the E chord barred is a third scale form. These are the most common scale forms for the major scales.

There are only two augmented (all whole note intervals) and two diminished (alternate whole-half) scales, which aren't in keys at all. Learn both of each. Learn the blues scale.

Don't just learn these scales by playing the notes up and down in order. Learn excercises in them (like notes 1-4-2-5-3-6-4-7 etc.). To practice the different scale forms, pick simple melodies without accidentals or key changes, and play each melody in each of the scale forms, over and over and over.

In the process (which will take AT LEAST 1000 hours of practicing), as a side-effect you'll learn picking technique, muting techniques, maybe even bending techniques. And never forget: books can be handy, show you where to start, and answer questions. But there is no substitute for sheer hours of drill to develop muscle memory.