im sure you dont have to do that though. Im not really one to say what you should be doing for the best to learn all i can tell you is what i did, course it depends what music you like to play, for me its the blues so all i did was learn a blues scale or two and just hammered on them to some backing track or other, its fun and you learn as you go. course now im on here so im trying to learn the proper fundamentals and whotnot, but to start with doing something simple and fun can inspire you more than just knocking out the C major scale Do ri mi or whatever it is, while im sure its important, its about as much fun as watching paint dry.. (no offense to all you guitar tutors on here) ;-)
you can have a look at me playing here after only a few weeks,not brilliant but its fun all the same....
http://www.youtube.com/watch?v=xfdDQhoewvM
good luck
Steve