Major
Bright, happy, the default for most pop and folk.
Natural minor
Darker, melancholy. Sad ballads, minor-key rock.
Major pentatonic
Country, classic rock, melodic solos.
Minor pentatonic
Rock and blues default — most lead guitar lives here.
Blues
Minor pentatonic + the b5 'blue note'.
Dorian
Jazz, funk, jam-band staple. Minor with a raised 6th.
Mixolydian
Major with a flat 7. Classic rock and Celtic.
Practicing a scale in positions, then linking them
Guitarists don’t learn a scale as one long line up a single string. They learn it in positions: a window of about five frets the fretting hand can cover without shifting, named after the fret where the root sits on the low E string. A minor at the 5th fret is the classic example, and it’s where the scale trainer starts its run whenever A is the root.
Work one position until it stops needing thought. Play it from the lowest root up to the highest note in the window and back down, then start from a root in the middle of the shape so the pattern stops depending on one starting note. Keep it slow enough that every note lands clean; speed built on a sloppy pattern just repeats the sloppiness faster.
Then learn the position directly above it. Neighboring positions overlap: on each string, the top notes of one shape are the bottom notes of the next. Practice the join on purpose: climb the first shape, slide one finger up along a single string into the second, and come back down in the new position. The minor pentatonic has five positions before the pattern repeats an octave higher, twelve frets up. Its notes are also the major pentatonic of the key a minor 3rd higher, so A minor pentatonic and C major pentatonic are the same five notes. Which one you’re playing depends on the note you treat as home.
Which scale fits: "Minor pentatonic + the b5 'blue note'."