I learned a few of the scales first and learned some chord progressions that a teacher told me fit over them, and then learned chord theory, and that worked out. For chord theory you should learn first major and minor scales, because those are the most straight forward. The chord has to have only the notes of the scale in it. A chord is formed by the root, (the letter of the chord i.e. for a C major chord, it's C.) the third (two scale notes above the root) which is either major or minor, and the fifth (two scale notes above the root) which (other than in more advanced scales) is perfect or diminished. If you're playing the C major scale, the notes are C, D, E, F, G, A, B, C. You can form a chord on any of these notes by making any of these notes your root. For example, if you want C to be your root, you would play C, play E, which is two notes above it, and play G, which is two notes above E, so it's sort of like O x O x O. If you want to make your root G, you would play G, play the note two notes above it (B), and play the note two notes above that (D). This is also called 1 3 5, because if C is the first note of your scale, E is your third note, and 5 is your fifth note. A major third is 4 semitones, a minor third is 3 semitones, a perfect fifth is 7 semitones, and a diminished fifth is six semitones. Here is a helpful guide of which root forms which chord, which is pretty easy to memorize. This is in C major, and if you want to change the key, just move everything up or down the same amount of semitones.
C = Major;
D = Minor;
E = Minor;
F = Major;
G = Major;
A = Minor;
B = Diminished
If you put the most emphasis on the A (The sixth note of the scale) in C major (and start on A), it becomes A minor, and you play the A minor scale over it.
Also, certain chords lead to other chords, but those rules aren't set in stone and you can just do that by ear.
(You should master this part before you move onto the next. You could make thousands of songs with just the first part, so don't feel rushed to do the second part. That being said, if you can do the first part you can always challenge yourself.)
You can do the same with any note of the scale (the thing about the emphasis) and it's called a "mode". For example, if you start on/emphasize D it's called the Dorian mode and sounds like a shanty minor. If you start on/emphasize E it's called the Phrygian Mode and it sounds like an exotic minor.
There are many other things you can do with chords (added 9ths 7ths, etc.) and you can also make change the octaves of the notes for a different sound, but this is your very basic chord theory. Those add-ons just mean that you add the 7th/9th note above the root or whatever number it is. For the minor blues scale, though, you pretty much just use the 12 bar blue chord progression for it or play a chord progression in a minor key.
You should master the first part before you do this, but the C major pentatonic scale doesn't have F or B, so you can play chords that use F or F# and B or Bb.
This is definitely not the limit of what you can do with scales and chords. Once you've mastered that, look up synthetic scales, chord-scale theory, and accidentals.
That being said, you could make your whole music career with chord progressions that have already been used, and many people have.
If you have any questions, don't hesitate to ask!