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I took a middle-approach.

On one hand I started reading up on music theory to properly understand scales. This will eventually lead you to be able to figure out what to play in what keys, what scales to use, how to play over chord progressions and be a better music writer. Along the way pick up the CAGED and 3NPS systems.

But on the other hand I also just started to practice blues scales. Blues doesn't really require music theory (it's not like it hurts, but you don't _need_ it), it takes only hours to start noodling (which is fun, even if you're a long way from good), you can focus on just improving all over the fretboard, it's relevant for so much music that it's never a waste and you can just apply stuff like bends, vibrato, accents to your heart's content.

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