Argh....
I'm not a theory guy and all this talk of 'proper' ways of doing things is the kinda stuff that made me want to quit guitar to begin with.

Dude.... learn scales in some of the most used chords that guitar players use.

Guitar players generally write songs in E, A and sometimes G.
If you learn a whole load of scales and leads in those chords, you're going to be covered most of the time whenever a band starts riffing in those chords.

If a band goes up to another chord...just raise everything by a few frets and you'll be in sync again.

I'm not against theory in general... but when I learned to play, I learned the pentatonic "rock' scale that's useable in any key and then went on to the 3 note per string scales.

Otherwise.... get out some songs that you really like and learn them...
use your knowledge of pentatonic scales to play around with leads and just have fun..
The whole "theory" thing will eventually come to you but in the meantime you won't be spending all your time feeling like you're taking a University course in Algebra or something.