Yes indeed, it all depens on the style you want to play.
If shred is your choice, you're doing good learning 3nps scales. If you want to play of blues, you'd learn pentatonics first. CAGED is, although for me, a good way of finding chords for scales and vice versa, but there are other ways to learn theory. If you learned scales, you will see all methods overlap, and even scales overlap and everything fits perfectly. In order to get there however, you'll need to try diffrent things, but in the end, you'll see that it comes down to the same thing.
Everybody has to find their own way around the guitar, I am a chaotic learning, meaning I learn a bit of everything I see, and focus more on the stuff I really like to play. If you don't give up, you'll get there. In your own way
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