Like many other things in music scales are there to be used as a guideline. They are used to see what chords will usually sound great together, and what chords will have dissonant. They are used to see what notes will fall better with each other during a solo and how to harmonize with other instruments. They are used for a lot thing, so they are very important to music.

There are lots of way to learn scales. Buy a scale book. Learn the modes. Look online. Learn the music theory way. Just remember you wont learn them all in one day.