Honestly i would reccomend you learning harmony; the chords that go along with those scales. Just simply diving into scales without any knowledge of harmony is, IMO, fairly useless. Also learning harmony helps a lot in terms of frustration. Most newbies to guitar start asking question slike "What scale should i use over this progression..." and stuff like that and they get all frustrated. Also if you want to write your own songs, harmony learning is invaluable.

In short go ahead and learn the major scale but also learn teh chords that go with that scale and how they are used.