Contents:
Whole Step and Half Step Patterns
Correct and Incorrect Notation
Scale Degrees
Intervals
Keys - Creating Chords from the Major Scale
Conclusion
I find it very helpful to work music theory out on a keyboard, it is quick and easy to see everything visually because all the notes are are all laid out right in front of you... Theory can be figured out on the guitar, but it requires a bit more thought process to figure out which notes you are playing (unless you have the entire fretboard memorized). When first learning theory, it is usually best to keep things as simple as possible so you can focus on what is being taught. So if you happen to have a keyboard or a piano handy I highly recommend using it when learning theory to help you understand it better, then transfer it over to the guitar.
For those that do not have a piano, you also can use the picture below to help visualize what notes you are playing. You won't be able to hear it, but at least you will be able to see changes in intervals and notes very easily...... Just be sure to "play" it when nobody else is looking. 
Virtual Keyboard
Whole Step and Half Step Patterns:
Every scale and mode is made up of a combination of
Whole Steps and
Half Steps.
Half Step = 1 Interval (or 1 fret on your guitar)
Whole Step = 2 Intervals (or 2 frets on your guitar)
If you look on a keyboard the distance between notes B and C is a Half Step, because the notes are right next to each other. However, the distance between C and D is a Whole Step, because there is a black key in between C and D. That note between C and D can either be called C Sharp (C#) or D Flat (Db), depending on what key you are playing in. These are called enharmonic tones and well go into detail later in this lesson.
The whole step/half step pattern for a
major scale is: W W H W W W H
Using C Major as an example, we come up with:
C D E F G A B C (octave)
C to D = Whole Step
D to E = Whole Step
E to F = Half Step
F to G = Whole Step
G to A = Whole Step
A to B = Whole Step
B to C (octave) = Half Step
You can use this pattern of whole steps and half steps to build a major scale starting on any note.
The G major scale for example, would be:
G A B C D E F# G