Hi, Kirk is giving some really good advice there.
I'd like to add that if you understand intervals (and know the distance between nearby intervals, like how many frets between a b3 and a 4, for example), I would next learn the interval formulas for the basic triads produced by the major scale:
major = 1-3-5
minor = 1-b3-5
diminished = 1-b3-b5 (this one is MUCH less common, but it's still important)
I would work these all out from all the different root notes (at least from all the natural root notes, i.e. A, B, C, D, E, F, G). You will probably want to work out the 1-2-3-4-5, and then just select the 1-3-5 from that. For example, from the root note C, the 1, 2, 3, 4, 5 are C, D, E, F, G. This gives us:
C major (1-3-5) = C-E-G
C minor (1-b3-5) = C-Eb-G
C diminished (1-b3-b5) = C-Eb-Gb
Other root notes won't be so neat with the flats. For example, in the key of A, 1, 2, 3, 4, 5 is A, B, C#, D, E, so a b3 is C, and a b5 is Eb. (If this doesn't make any sense after you've looked at it for a bit, ask me, and I can help you understand intervals more thoroughly).
Once you understand all that, you can move on to harmonizing the major scale (aka creating the chord scale). I think what I suggested above is your next step, as if you don't understand triads, you can't create chords, so the sequence you suggested may not work!
I'll post a lesson on it if you want...
James