A scale is a sequence of rising or falling notes. Two of the most used scales in western music are the major and minor scales. The major scale is the diatonic sequence (changing by one note name at a time) with the following ordering of tone and semitone intervals: T, T, S, T, T, T, S. For example the scale of C major consists of the notes C D E F G A B C. There are two types of the minor scale, the harmonic and melodic - the latter using different intervals for rising and falling note sequences. For example the scale of A minor harmonic consists of the notes A B C D E F G# A. The melodic form of A minor differs in each direction: A B C D E F# G# A G F E D C B A.
Notice that the descending form of A minor melodic uses the same notes as the scale of C major. This is true for all descending melodic minor scales whose keynote is the 6th note of a major scale. Because of this, the minor scale is called the relative minor.
Scales are important since most notes in a section of music will come from one scale - the music is said to be in a given Key. So a passage in the key of Eb major will use notes mainly from the scale of Eb major. Some forms of music, for example Jazz and Blues, use other scales. The same can be said of much non-Western music.
Now that you understand scales you can move on to intervals.