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A scale is, at its most basic, a specific group of notes which begin and end with the notes making up an octave. For example, from a low C to the very next C, with a specific amount (usually six, for a total of eight) of notes in between them. There are literally hundreds of different scales: major, minor, pentatonic, whole-tone, chromatic, modal, etc. There are, however, certain types of scales in guitar which are more common than others.
Major guitar scale : this is the dominant scale found in many types of classical, as well as popular, music. Much of American folk music, as well as a great deal of country and bluegrass music comes out of this scale. Think "This Land is Your Land" for a good musical example. Below is Fmajor scale. If you change the fret position, you'll change the tone of the scale. For example, starting at the 1st fret (red dot), makes the Fmajor scale, starting at the 2nd fret makes the F# major scale, starting at the 3rd fret makes the Gmajor scale, etc.
Minor guitar scale : although there are several different forms of the minor scale, the most widely used minor scale is called the natural minor. The same forms of music that favor the major scale will also use the minor. The difference between the two is that several notes of the major scale are lowered to create the minor. The audible difference between them comes in the mood that each one generates. While the major scale tends to sound "happy", the minor will sound "sad" to most people. The minor scale can be used to generate angst or tension within a piece of music. Think of Beethoven's "Moonlight Sonata" or Green Day's recent "I Walk Alone" for examples of this sound. You can see below the G minor guitar scale. The numbers (1-4) inside the circles indicate the fingers you can use to press the string on the fret. 1 is the index finger, 2 is the middle finger, etc. This Gminor scale is played on the 3rd fret (the red mark on the 6th string). To play G#minor scale, start from the 4th fret, to play Aminor scale start from the 5th fret, etc as above in the major scale.
Pentatonic guitar scale : far and away the most popular scale for rock and blues, the pentatonic has, as its name suggests, only five notes. This elimination of certain tones, then, eliminates the thing that makes a scale major or minor, which is why it can often be hard to classify rock songs as one thing or the other. Nirvana's "Smells Like Teen Spirit" is a great example of this "in-between" sound.
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