Learn the notes on your instrument very well before starting to work on scales. There are a few common ways to do this, including purchasing a fingerboard chart for guitar or a key chart for piano and other keyed instruments. Some players also find it helpful to place gum-free stickers that have been labeled with the note under the strings on the fret board or on the keys of the piano.
Memorize the basic scale information before you even attempt to play a scale. The most common scales you need to focus on at first are the major scale, minor scale, pentatonic scale, minor pentatonic scale and the blues scale. For example, a major scale is played in this note order: 1,2,3,4,5,6,7. Which means if the first note is a C, the second note is a D, the third is an E and so on. Purchasing a basic scale theory book will be extremely beneficial for memorizing this information, as you will need to look at it regularly while you are learning.
Practice your scales as often as possible, for at least an hour a day as you are starting to learn them. If you are playing a mobile instrument like guitar or violin, consider playing in front of a mirror so you can look at that instead of down at your hands. This will help increase the muscle memory in your hands.
Play your scales with other people that play different instruments. While it may seem like a slightly boring chore, practicing your scales with a singer or violin player can be an excellent learning tool for a piano player. While you can work with almost any instrument, it is best to work with somebody at your skill level. If you are a beginner, stick with playing with beginner players for a while so you don't develop bad habits trying to play with people that have more practice.