One really good way to understand and build a major scale is to play it on one string. So I'm going to stick with the C Major scale again, just to make it simple, and I'm going to start on the second string, first fret, on that C.
Now before I do that I should explain how the Major scale is constructed. Let's talk about tones and semi-tones. A tone is a distance of two frets. If I move from this C to that D, that is a distance of one tone, or a full tone. A semi-tone is a distance of one fret. So if I move from this C to this D flat, that's a semitone. So the scale is built up of tones and semi-tones. And this is what you have to remember, it goes tone, tone, semi-tone, tone, tone, tone, semi-tone.
Let me explain, so you can actually see this on the guitar. So we can't call this a tone yet because we haven't moved anywhere. Remember, we have to move one or two frets for you to be a tone or a semi-tone. So if I start off with C I'm going to move up my first tone to D, then my second tone to E. Now comes the semi-tone to F, a tone to G, a tone to A, another tone to B, and then, finally, a semi-tone to the end. So let's do that again. Tone, tone, semi-tone, tone, tone, tone, semi-tone.
That's a really great way to understand how to create major scales, playing them on one string.