contrary to wat many people seem to assume. more notes is not necessarily better. the more notes the more formless a scale becomes. taken to extreme the 12 tone chromatic scale is not very dramatic compared to majour scale.

and majour scale has less feel than pentatonic. sayin this the majour scale can be used to create the pentatonic sound easily. and indeed switch between several pentatonics. ( pentatonic means 5 note scale).

personally i think it wuld be better to learn majour scale first. but it is easier to make decent soundin lead with pentatonic than diatonic (seven note ) scales eg majour.

so its up to u. if u are gonna go for the theory approach go for diatonic scale.