Scales

Every piece of music, no matter what genre or style, is made out of scales at arpeggios. When you practice scales, you are practicing every piece of music written for your instrument.
The Circle of Fifths is a map of key signatures and their relationships to each other. The outer keys are Major and the inner keys are minor.
Relative Keys: C Major and A minor are relative keys. They share the same key signature, but do not start on the same note.
Parallel Keys: C Major and C minor are parallel keys. They do not have the same key signature, but they start and end on the same note, C.
Natural Minor: There are three notes that make C Major and C natural minor different keys: the 3rd note of the scale (E), the 6th note (A) and the 7th note (B). The 3rd, 6th and 7th notes are a half step lower than what they were in C Major (E becomes E-flat, A becomes A-flat and B becomes B-flat).
Melodic Minor: On the way up (ascending), C melodic minor scale will have a lowered 3rd (E-flat), just like in the natural minor. The 6th and 7th notes will remain as they were in C Major (A-natural and B-natural). On the way down (descending), the melodic minor scale is identical to the natural minor scale.
Harmonic Minor: The harmonic minor scale has a lowered 3rd and a lowered 6th when compared to its parallel major key. This creates a step and a half between the 6th and 7th note of the scale.
The Circle of Fifths is a map of key signatures and their relationships to each other. The outer keys are Major and the inner keys are minor.
Relative Keys: C Major and A minor are relative keys. They share the same key signature, but do not start on the same note.
Parallel Keys: C Major and C minor are parallel keys. They do not have the same key signature, but they start and end on the same note, C.
Natural Minor: There are three notes that make C Major and C natural minor different keys: the 3rd note of the scale (E), the 6th note (A) and the 7th note (B). The 3rd, 6th and 7th notes are a half step lower than what they were in C Major (E becomes E-flat, A becomes A-flat and B becomes B-flat).
Melodic Minor: On the way up (ascending), C melodic minor scale will have a lowered 3rd (E-flat), just like in the natural minor. The 6th and 7th notes will remain as they were in C Major (A-natural and B-natural). On the way down (descending), the melodic minor scale is identical to the natural minor scale.
Harmonic Minor: The harmonic minor scale has a lowered 3rd and a lowered 6th when compared to its parallel major key. This creates a step and a half between the 6th and 7th note of the scale.