Watch the Dorian online guitar lesson by Bruce Arnold from Total Modal
You should learn all 19 scales in all 12 keys. I would suggest first learning all the scales in C then moving them cycle 5 to other key centers. I would move through the keys as follows:
C, F, Bb, Eb, Ab, Db, Gb, B, E, A, D, G
By learning your modes in all keys you will be equipped to play any song in any key and play over any chord in any key. It will also help you to know your guitar fretboard better and make you a better musician. This process can take up to a year to complete but is well worth the time. Try to complete one key for all 19 scales in a 2 week practice period. Remember to think the note names or the degrees of the scales as you play them. I would suggest alternating days of thinking note names and scale degrees. Also play the modes over vamps for so that you can hear the mode in a musical situation.
STUDY TIP .....
Use the following list to find additional books that will help you with music theory, chord knowledge, and ear training. I've also included a brief practice outline to help you organize your practice time. Remember that by working with music theory, chord knowledge, and ear training along with your scale work you will greatly increase your ability to play any music and play it well.
Ear Training One Note Complete
Fanatic's Guide to Ear Training and Sight Singing
Chord Workbook for Guitar
New York Guitar Method Primer Book One
1st Steps for a Beginning Guitarist
New York Guitar Method Volume One