What scale do I learn first?

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There is no right or wrong answer except I do believe that whatever peaks your curiosity and gets you to play is the thing you need to do because it shouldn’t feel like work.

But how does one choose where to begin if you don’t know what you don’t know?

‘My’ suggestion is the following :

Start with the major scale related to your favourite key (usually C major or G major) and learn it all over the neck. Every other scale that you will come across, be it the pentatonic major or minor, whole-tone, In-Sen, diminished, any of the modes etc. will always refer to the major scale as a reference point.

Tip: If you learn the major scale (above), you will have automatically also learned the Ionian – Dorian – Phrygian – Lydian – Mixolydian – Aeolian – Locrian scales as well as the major and minor pentatonic scales.

😎👍