By virtue of their electrical properties, tubes generate a special waveform when they're saturated, which is why tube engineering has tremendous tonal advantages over solid state or DSP solutions, particularly for crunch and lead sounds. Tubes enter the saturation zone gradually or softly, which lends tube-driven tone its trademark yet totally unique character.
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Pentatonic, major scales, minor scales, major chords, minor chords. Use a metronome for timing and speed. Check out some exercises on this site and other sites to help improve your finger dexterity. Most important thing is to keep practising and make sure you are not using a bad technique ... always make sure your wrist is nice and straight so you dont cause any damage. If your using a bad technique you will get pains in your wrist and arm. Once you have learnt all the major and minor stuff you can move on to stuff like modes and other wierd chords and scales :)