Throw on a cd and just jam w/it. It's cool too if you don't know what the chord structure is too just close your eyes and imagine where the sounds your hearing are located on the fretboard. It gets you thinking less technically and more creatively, also great ear training, you'll be surprised how fast you'll be able to recognize what scale(s) work over the peice or be able to identify what scale the guitar player is using to solo with once you learn to trust your ears. I reccomend starting with something simple and basic if you never done this before, like Santana or the Allman Brothers, or something Bluesy, Not Dream Theater or Vai, at least not in the beginning.