The following example demonstrates one octave of the major scale ascending and descending in every key. Play the whole exercise in the first position and then in all of the five forms along the fretboard until you can do it easily. Learning scales may not seem as interesting as playing melodies, but a little effort at this stage will pay off very well later on, regardless of the style of music you are playing.
Memorize the notes of each scale and then try playing it with your eyes closed while visualizing how the notation for the scale would look. Once you have learned all the scales, you will be able to read music better, play melodies confidently in any key and be able to improvise in any key much more easily.