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Techniques

Practice - Formal Training
If you are taking up a instrument with formal training, then you will be expected to practice for at least half an hour every day. This practice would include a set selection of musical pieces which you would be working on, and at least ten minutes of scales. When you are past begginner stage you would be expected to work through the associated board exams, set for your instrument. These exams go from grades 1 to 8, and the next stage would be a diploma in the instrument, then perhaps a degree. The early grades are usually missed by people who are over 12 years old, because they are not particularly challenging.
Traditional formal teaching of an instrument comes hand-in-hand with reading musical notation, which is generally very logical, and a sensible thing to do, however this approach doesn't lend itself to improvisation, and is a little mechanical, but it does give the player the opportunity to play complicated music without having to understand how it is written, or how the chordal structures are built. The other advantage is that a reasonable player can usually sight read at a considerable speed, an un-familiar piece for the first time.

Practice - Rock 'n Roll
    You do whatever you like when you are self taught. Most self taught musicians learn to play a few chords on the guitar, and never write anything down, and practice is often joining in with your favorite songs playing on a hi-fi.
    Development usually comes when you meet a bunch of other musicians, especially if one of them is better than you are. You jam together and form bands, and generally play as often as you can. Very often nothing is ever written down, apart from the names of the songs, and the whole set is learned by memory.
    Because this approach is less structured, technique develops in fits and starts, because it depends purely on the enthusiasm of the participants. If you start learning guitar in teenage years, and have decent equipment, then you will often play night and day, but this is less likely to happen to an older novice, they tend to have a go from time to time, and often get frustrated, about lack of progress.

Learning Scales
The reasons for learning scales are varied. In general, scales will make your playing technique more smooth and fluid, but after that, different types of musicians have particular reasons for playing scales.
1. Wind Instruments
In a wind instrument, only one note can be played at a time. When reading music, the key has to be remembered at all times, otherwise wrong notes will be played. Playing a variety of scales will teach the player the correct fingerings for those scales, and will teach by wrote, which is the only way. In addition, little scales or flourishes are often found in solo pieces, and learning scales will make these sound very good.
2. Guitars/Bass
Scales are important for lead guitar, because it builds up speed, and for other guitars playing patterns in modal scales are the basis of guitar music. In addition scales are good finger exercise and can prevent the onset of problems later like tendenitis and arthritis. It is a good idea to warm up before playing a gig with a few minutes of light scales.
3. Piano/Keyboard/Organ
Playing runs of notes fast in classical music is quite hard, and the only way to become fluid is to practice scales.