Van Halen had the best approach, there's twelve notes, what you do with them is up to you!!
As for modes, think of them each as individual scales. Don't think of them as modes of the major scale.
The Natural minor is a mode, the major scale is a mode. A natural minor and C major have the same notes, but by placing the emphasis on the root A for the minor and C for the major you get completely different 'sound worlds'. This works for the other modes too.
Don't be frightened of using pentatonics as a basis, and borrowing the odd note from one of the modes to create a run (kind of heading towards Van Halen's idea. Zakk works a lot like this also.
For the most part you can get by with the major and minor pentatonics, major scale and natural minor. Then push on to the mixolydian if you play a lot of blues (Robben Ford likes this scale- works well of seventh chords). The Dorian is very useful, and the Phrygian is great for meta riffs! If you want to sound like Yngwie get the harmonic minor down!!
There's a system that some people call CAGED. What you do is learn all the notes built around the chord shapes of C A G E and D. That way you learn the intervals and the scales in five positions to cover the fretboard but you can then related them to chords they will work with. There are a few books on this, one that's OK is by (I think) Paul Ford (apart from the fact he keeps calling a b6 in a minor scale a sharp 5...) :lol:
I get the feeling it could be a good time to find a teacher for a couple of lessons - just to make sure you don't get in a rut!! Good luck!
