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Theory

another way to look at the circle of fifths relating (sort of) to modes is this

look at it as a circle, with C at the 12 o' clock position
The fifth note of the C maj scale is G, therefore G is the next scale on the circle

The fifth note of the G maj scale is D, therefore D is the next scale on the circle

If you keep going around like this eventually you will arrive back at C

Try drawing it out on a piece of paper, it may help
 
To write out "The Cycle", you need to know the following intervals:
Perfect 5th (going to the right)
Perfect 4th (if you go to the left)

You also need to know what enharmonic notes are. There are 3 keys at the bottom of The Cycle that are enharmonic keys.

You also need to know what sharps and flats are. Then you need to know what a sharp/flat does to any given pitch.

If you're just starting out with theory, I wouldn't begin with The Cycle. I would start with note reading and interval recognition.

After you learn intervals you can learn how to construct triads (chords) and build scales based on half-steps and whole-steps.

Learn how to create the following basic triads based on any given pitch by using intervals.
Basic triads:
Major
minor
diminished
augmented

Learn how to create major scales based on intervals (you can do forms of minor scales later).

Hope this helps.
Joe
 
i've also found it really helpfull to know the chromatic scale - particularly for working out different ways to play scales / chords / lines / licks etc. The easiest way to start would be to play one in E. Start with the open E, playing everything up to the 4th fret, each string, until you reach the 2nd fret of the D string - thats one full octave.
If you were playing an A (5th fret) on the E string, you could play the next semitone up (A#/Bb) on the sixth fret of the E or the 1st fret of the A. Another thing i do is 2 ocave chromatic scales starting on the G (3rd fret) on the E string. There are many different ways to the low G up and down again..