Scales are an interesting subject.
Years ago, I was teaching a violinist (fiddler ) from the Philly orchestra how to improvise. She knew every scale in every key, but was clueless how and when to use them. And even when she memorized how they should be used, she still could not put together a decent improvised melody (for fear of being wrong or sounding silly).
I guess the point is that knowing which scales sound like what and when to use them is only part of the battle. You still have to formulate/feel a melody comprised of those notes and be confident when you do so. Otherwise all the knowledge in the world cannot make you a great improvisor just as having the best ear in the world will not make you a great concert guitarist.
Joe Pass once said, you can practice all you want, but it doesn't mean anything till you get out and play. Or maybe John Coltrane's quote is even better, "Learn all you can, then forget it all and play".
One last thing. Scales and improvisation are my specialty. As Ben stated above, once you learn a major scale, you also learn what is not a major scale. With 7 different notes in the scale, each note can be the root of a different scale (seven altogether). And that is just the beginning of learning scales. But it is unlikely that you will ever need to play a Phrygian scale when playing bluegrass and as Ben stated, adding blue notes (b3, b5, b7) to a major scale will take you a long way toward a strong bluegrassy sound. Play what you like and you will develop your own sound (the most important thing you can do).