The minor pentatonic scale is really good fun and relatively simple to learn. It is used in loads of riffs and lead patterns and also as the basis of writing many songs.
You can learn the first shape and start having fun with it straight away.
I teach this scale first because there is so much fun to be had with relatively little requirement for practicing scales. And once you have learned the minor pentatonic, it is a very simple and easy jump to learn the major pentatonic. And once you know the major pentatonic, you are only a couple of notes short of learning the entire major scale.
And the major scale is ALL POWERFUL!!!
So let us begin upon this journey with the minor pentatonic:
The Minor Pentatonic Scale
Once you have learned these shapes (there are only five in total), you can play the scale in different keys by simply moving your starting point up and down the fret board.
See how you get on.
Stages of Mastering the Guitar
http://www.theguitarmaster.co.uk/article.php/minor-pentatonic-scale