Scales are like tools. Chord progressions are like "jobs". Therefore, you have to choose the right tools to fit each job. The basics are, for rock and blues, anyway, that for a I, IV, V progression, Such as A, D, E...or if you're just playing in A with a few variations such as in the song "Black Dog"....you can play an A pentatonic Major scale AND an A pentatonic MINOR scale, and it'll fit the progression. That's what Page is doing in that song. Another example, is the solo in "Stairway to Heaven". There, he's mixing the A pentatonic minor with the A minor scale (aeolian) scale. Since the song is in Am, the Pentatonic Minor (commonly referred to as the "Blues Scale" will work as well as the aeolian scale. The Pentatonic Minor scale is the MOST used scale in Rock and Blues, and is probably the most versatile. You should practice these scales and be able to visualize them, in "boxed" formats first. The diagrams below show the scales. The red dots are the root. The turquoise line in the first indicates the "A" chord. The turquoise dot in the second diagram indicates what is commonly referred to as the "Blue note". Note that the pattern is the same in both diagrams, just played on different frets. However, it is important to note that the "resolution" (Ending note) note in the first diagram is usually the root note, "A", while it is not necessarily the case in the second diagram. Commonly, the "Blue note" will end a lick, or the root note, or others.