Watch the Chord & Scale Relationships online guitar lesson by Gary Hoey from Blues Rock Reactor
Let's look at the relationship between chords and scales using a C chord. If I play the C major scale, then I can recognize that there's a chord that goes along with each note of it. The first chord is a C, second is D minor, third is E minor, then F, G, A minor, B minor 7 flat 5, and then C. If you learn the Roman numeral system, you'll know that the I chord is going to be major, ii is minor, iii is minor, IV is major, V is major, vi is minor, and vii is minor 7 flat 5.
Now, if you play a C and walk down to the A minor, that will be your relative minor. Every major chord always has a relative minor. To reach it, you'll go up a whole step and a half-step from the major chord. So, if someone is playing a progression in G minor, you can go up a whole step and a half-step, and you'll find B flat (major).
I highly recommend that you learn your chord scales, and learn quite a few chord progressions in one key so you can really understand how the scales connect to this idea. It's helped me out so much in my songwriting.