People have written very good answers in this thread, save those texts and read them many times in the future.
I learned a lot about music a few years ago, and wrote a text to explain things to myself. It is written in a very compact style, and probably far too advanced for a beginner, but it contains a lot of useful knowledge. It is most directed at guitar players but should be useful for others too.
Music Theory
This is very advanced theory expressed as simple as possible. I have tried to find the easiest possible approach and remove everything which was not necessary. Read only the easy parts to begin with.
Harmony and rythm are the two basic areas of music, where order and disorder harmonize in an eternal dance of patterns and chaos.
1: Harmony (the guitarists left hand)
As a beginner you should learn some simple chords and play around with the basic major scale. Play along with the radio or cd-player and try all tones until you find tones which sound good. (play very fast and try all tones) Learn to find what major scale fits at the moment. You don't have to worry about minor scales, because every minor scale is identical to a major scale in another key. Somewhere on the fretboard there is a major scale which fits every moment in every song you hear on the radio. If you're fast enough you'll find it
I have done that for a year now on my guitar. I call it 'mindless bulk training'. It has given me fingerspeed and I have discovered 'safe tones', (which I later found out forms the pentatonical scale).
Now I need more theory to learn more advanced playing, so I put together this textfile from different sources. This will be my guide for further development.
There are lots of tab-files and midifiles on internet which are very helpful, if you can use them in a sequenser.
Chords and Scales Programs are easy to find for your PC-computer. get the 'super guitar chord finder' from:
http://leden.tref.nl/cdvisser nutcho32.exe hendrixd.exe are also nice.
But you need some musical theory to use those Scales. This text is that theory in very condensed form.
The most usual scales and suitable chords:
(Chords and scales are here written in C, but can of course be transposed to any key)
C D E F G A H 1 2 3 4 5 6 7 Basic C-major scale, to be played over C C7 or C5 chord. (C5=power chord=first and fifth tone in major scale, no third) Happy bright sound. Musical Styles: Rock, Country, Jazz, Fusion Chords: Major, Major Sevenths, Major Ninths, Elevenths
1 2 3 5 6 Major pentatonic, to be played over C, C5 ,country, country rock
1 b3 4 5 b7 Minor pentatonic Scale, over Cm Cm7 C5, Rock Hendrix Clapton Description: A Bluesy sounding scale Musical Styles: Blues, Rock, Heavy Metal, Jazz, Fusion Chords: Minor, Minor Sevenths, Dominant Seventh
1 b3 4 b5 5 b7 Blues scale, over Cm Cm7 C5, Blues The Blues Scale is derived from the Minor Pentatonic Scale. It has an added #4th (=b5). This note gives the scale a bluesy feel. Apart from that one note it is the Minor Pentatonic Scale
1 2 3 #4 5 6 7 Lydian over C C7 C5, Jazz, Fusion, Rock, Country,Joe Satriani, Steve Vai This is the major scale with a sharp 4th note (trick: play C-major scale over F F7 F5, to get lydian scale in F)
1 2 3 4 5 6 b7 Mixolydian over C C7 C5, Bluesy sound, Rock-n-Roll This is the major scale with a flat 7th note Musical Styles: Blues, Country, Rockabilly, and Rock (trick: play Cmajor scale over G G7 G5)
1 2 b3 4 5 6 b7 Dorian over Cm Cm7 C5, Blues, Carlos Santana Jazz, Fusion, Blues, and Rock (trick: play C-scale over Dm Dm7 D5)
1 2 b3 4 5 b6 b7 Natural Minor (=relative minor)= Aeolian. Aeolian over Cm Cm7 C5, Rock, Heavy Metal Pop, Blues, Rock, Heavy Metal, Country, Fusion (trick: play C-scale over Am Am7 A5)(=Natural Minor)
Less usual Scales:
1 b2 b3 4 5 b6 b7 Strange and eerie sound. Phrygian over Cm Cm7 C5, Yngwie Malmsteen, Al di Meola Spanish Flavor Flamenco, Fusion, Speed Metal (trick: play C-scale over Em Em7 E5)
1 2 b3 4 5 b6 7 Harmonic Minor, over Cm C5, Evil sound, Yngwie Malmsteen
1 b2 b3 4 b5 b6 b7 Locrian over Cm7b5 or diminished triad, Sounds Sinister. Jazz, Fusion (trick: play C-scale over Bm7b5-chord)
1 2 b3 4 5 6 7 Melodic Minor over Cm C5 (ascend with Melodic Minor and descend with Natural Minor (Aeolian)
1 2 b3 4 b5 b6 6 7 (yes, eight tones) Diminished Scale, over B B7 Cdim, Eerie sound
1 b2 b3 3 4 5 b6 b7 Flamenco This is Phrygian with added 3. Chords Cm C5 ?