So, as promised, here we go. I'll start from the beginning and build from there. I plan to cover some actual playing as well, tell you what and how I practiced, maybe show you some exercises and licks and shit. Who knows :)
I started playing when I was around 12 years old or so. Even thinking about the implications of this makes me feel old, but so what :) I sold my old 8-bit Nintendo and used the money to buy an electric guitar and an amp. My first guitar was some cheap Stratocaster copy, I think Vester or something like that.
At first I was pretty much just doodling around, I wanted to be Slash, or Kirk Hammett (yeah, go figure...). I did rehearse a lot, but when I first heard our beloved swede, Mr. Yngwie Malmsteen play, his music awakening me from my hibernation during a swedish class, that's when I really got bit by the speed bug and wanted to learn how to shred. It is mandatory for a Finn to learn swedish, I gave flying fuck about it, but at least I discovered Yngwie:)
(language politics, big issue in Finland nowadays.)
(opinion)While I think it should be mandatory to learn a third language, finnish and english being the two first ones, I don't think it should be mandatory to learn swedish, I think the kids should be given an option to choose from different ones, swedish only being one option among the rest. (/opinion)
So I started to rehearse, A LOT. I think there was a time when I played guitar 8h+ a day, back in the day when I was young, enthusiastic, lived with my parents and basically didn't have a care in the world. I think most of the guys who get into the whole "shredder" thing go through a similar period, and while it might not be very musical to do the same exercises over and over for hours a day, I still consider it to be somewhat necessary, building the technique to play basically anything you can come up with. The tricky part is to get out of that "speedtrip" and also become musical at some point as well, not only a technically precise robot who can shred like a motherfucker but can't really put any idea or feeling or a melody on top of that technical excellence.
ABOUT BEING SELF TAUGHT:
Well, yes and no. I did take lessons for 3 years or so. Of course these lessons were only 15min, once a week and not during summer nor christmas. My teacher was pretty damn good though. At some point he just told me that he sees no point in teaching me how to play this rock/metal stuff as I clearly have it under control already, so he made me play jazz, classical, bluegrass and all kinds of different stuff I knew shit about. I never really got good at those, but at least it broadened my horizon quite a bit.
I did study extensively by myself though. I borrowed all the guitar books I could from the local library, and when I was done with those I started borrowing sheet music written for violin and learning pieces by Paganini, Vivaldi and so forth. Again, I think that most shredders do learn these violin pieces, as they are very technical, and as the classical music composed by these guys shares a lot of same tonality with metal, especially neo-classical metal like Malmsteen and the other guys who did that thing back in the 80's and early 90's.
WHAT DID I PRACTICE:
As mentioned above, all the guitar books I could get my hands on, as well as classical stuff for violin, and some stuff for other instruments. I also went every month to buy Guitar World magazine, as John Petrucci, Dimebag Darrell and some other pretty cool guys had columns there. I also bought quite a few sheet music/tab books for guitar. Dream Theater, Yngwie , Steve Vai, Joe Satriani etc.
I also tried to get my hands on as many instructional videos as possible, and believe-you-me, this was damn more difficult back in the day than it is now. We had no fucking youtube or torrents or whatnot. The internet was still taking it's first baby steps as far as your average-Joe was concerned. I bet nowadays there's a wealth of information out there and it is easy to get as well. Back then, not so much.
Things I watched and learned from:
Intense Rock part I by Paul Gilbert
This was my absolute favorite and I stole a ton of stuff from him. Part II is probably good as well, I think I saw it, but I didn't own it.
Rock Discipline by John Petrucci
This was useful, although I thought not too musical. As the name implies, it's about discipline (no, not BDSM, unfortunately...) and has shitloads of exercises and workouts and stuff.
I also got some japanese stuff from a friend, a couple of Yngwie videos and a Michael Romeo video, which I thought was cool as he showed some Symphony X-stuff there. I also owned a Chris Impellitteri-video, but I remember even back at the day I thought the guy was TOO fast and it was kind of a clusterfuck, albeit his technique was indeed impressive.
People have a weird habit about asking about my favorite scales to use. This of course always depends on the music you're soloing over. For instance, if the backing clearly calls for the lydian mode I really would start playing the phrygian dominant, even if it was my favorite scale (it's not btw, just making a point).
Soundwise, I really like the sound of the dorian mode, as it is still in minor, but sounds more "fresh" and "hip" than your basic natural minor scale, or the aeolian mode, call it what you will:) I also like the sound of the blues scale, as it is very guitar-esque and traditional sounding. Got kinda sick of the harmonic minor after all those years of Yngwie and other neo-classical guys, although it still has it's place in my musical vocabulary.
All in all, more than you should focus on scales you should just focus on what sounds good. It means that you will probably naturally lean towards the scales that would work anyway, that's just how harmony works :)
Sometimes it's also nice to stretch out with something that is a bit more "out there", like using a whole-tone scale or something similar, although at least in the music I've been playing the uses for scales like that are kinda limited. I can only recall one time I've actually used a whole-tone scale in a solo on an album. FYI, it is on "Silver Tongue" by Sonata Arctica. Might've been more instances, but that's the only one I remember.