The C major scale is the foundation that the rest of western music theory sits on. If you master it, you get a bunch of cool chords and scales for free, along with a window into a huge swath of our musical culture.
How to form the scale
Imagine an ice cube tray with twelve slots, one for each note in the western tuning system, labeled like so:
[C][C#][D][D#][E][F][F#][G][G#][A][A#][B]
To make the C major scale, you just remove all the ice cubes with # in their names, like so:
[C][ ][D][ ][E][F][ ][G][ ][A][ ][B]