Some might argue that learning to play your arpeggios is more important than learning your scales. When improvising, the use of arpeggios can make your playing sound more melodic than playing a scale. That is because when a player simply runs a scale, it make their playing sound just like that, just a scale.
Earl Scruggs pioneered bluegrass banjo playing through his use of 3 finger roll patterns in his picking hand (his right hand). These roll patterns gave a consistent drive to the music Bill Monroe was playing and helped define the bluegrass sound. When learning how to play bluegrass banjo, mastering these roll patterns Earl Scruggs used is essential.
A couple of the most important scales you should learn when playing the banjo is your major and minor pentatonic scales. Many tunes are based entirely off of these scales. Just playing the notes of these scales in various order will make your playing sound very melodic.