What the above is referring to is that the notes in each major scale are the same as the notes in its relative minor scale. The example used being Gmajor and Eminor.
Moving on to your question. Since you're starting out i would suggest avoiding anything and everything to do with modes. It will only confuse you even more. Learn the major scales. And not just the scales in different positions, but the locations of the notes of the scale all over the fretboard.
For example if you were learning the Cmajor scale, you would be learning the notes C, D, E, F, G, A, B, all of which fall in the key of C. Learn to find them all everywhere on the fretboard, on different frets, different strings.
Major scales are the most important because most scales are derived from the major scale.
Personally i wouldn't dive into pentatonic because you might get lazy when it comes to learning the diatonic scale. If you learn the diatonic scale first, you would have already learned the pentatonic scale by default. But that's just my preference, others may disagree with me on this but that's fine.
Take it slow and enjoy yourself !