A couple of the most important scales you should learn when playing the banjo is your major and minor pentatonic scales. As the name suggests, these scales consist of 5 notes. 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.
You should practice going both up and down these scales. There are usually a few different ways to play these scales using either more drop thumbing or hammer-ons and pull-offs. Getting these scales under your fingers will make learning new melodies and improvising much easier.
G Major Pentatonic - going up
G Major Pentatonic - going down
G Major Pentatonic - going down using drop thumb
G Major Pentatonic - going up and down
G Major Pentatonic - going up and down starting on the 4th string (a D note)
G Minor Pentatonic - going up
G Minor Pentatonic - going down
G Minor Pentatonic - going up and down
G Minor Pentatonic - using all strings starting on the D going up and down