I think you might want to start separate topics for your questions, rather than throwing them all at once. The search function will also answer alot of your questions. This thread has gone all over the place... That said:

A guitar with pickups needs some sort of amplifier, yes.

A scale is a scale. Pentatonics are 5 note scales, a major scale has seven etc etc. You use scales in the same sort of way - but different notes fit better over different chords, so you choose the scale that sounds best. There is theory behind it, but your ears will tell you what sounds good and what doesn't.

Just download the september backing track and have a try playing anything using an e minor scale over it as a start point. Then try playing an E major scale over the backing track, and notice how some of the notes don''t sound so cool.....

Don't come back until you've tried it.... ;)