I don't know about anyone else, but i find music theory fascinating. I love the way that everytime you nail something, it sort of clicks and opens up a whole new dimension with loads more new things to get stuck into.

The first thing you should do, is learn the notes on you fretboard.
I am self taught, but for my first nearly 10 years, i relied on scale shapes, and numbering systems to navigate my neck. When I finally got round to learning my fretboard, all the theory i'd learnt about chord building, substitutions and inversions etc. instantly found it's place.

Also, it is amazing to pick up a sheet of dancing dots and play it straight away having never even heard it before - score pi##es all over tab (and it looks nice too)