Scale Theory
Scale Theory is very simple to understand. I'll show you what a scale is and why it sounds the way it does.
A scale is a series of notes that starts on a Root (or Tonic) and ascends or descends to the next Root using a set of pre-defined steps.
Here are the pre-defined steps of the Major Diatonic Scale for any key:
Tone-Tone-Semitone-Tone-Tone-Tone-Semitone
See the Diatonic Scale for an explanation of Tones and Semitones.
If we start with C as the Root, this gives us these notes:
C-D-E-F-G-A-B-C
This is because:
C to D = Tone
D to E = Tone
E to F = Semitone
F to G = Tone
G to A = Tone
A to B = Tone
B to C = Semitone
See? No sharps or flats required for this key (C major).
If we use any other note as a Root, while still keeping the same order of Tones and Semitones, then we have to use sharps or flats. Eg:
Let's use F as the Root. This will give us the key of F major.
F-Tone-G-Tone-A-Semitone-Bb-Tone-C-Tone-D-Tone-E-Semitone-F
We had to flatten the B to maintain the order.
Now Let's use D as the Root. This will give us the key of D major.
D-Tone-E-Tone-F#-Semitone-G-Tone-A-Tone-B-Tone-C#-Semitone-D
We had to sharpen the F and C to maintain the order.
These altered notes make up the Key Signatures shown at the start of a piece of music (in notation, not tab) so that we know which notes to use.
So you can see that a diatonic scale sounds the way it does due to the order of Tones and Semitones.
Other Diatonic scale-types sound the way they do because they have a different order of Tones and Semitones. For example, the minor scale has this order:
Tone-Semitone-Tone-Tone-Semitone-Tone-Tone
Not all scale-types are Diatonic. The Pentatonic, for example, contains Intervals larger than a Tone and no Semitones at all.
I highly recommend learning the Major Diatonic Scale, thoroughly, all over the fretboard as almost everything in music relates to it!

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