So I understand kind of what scales are. Similar to color theory, that it's a series of notes, and chords that work together to make a song sound good. What's the deal with each key having more than one scale, like a pentatonic major/ minor/Ionian e.t.c.

Also why are some notes filled in, while others aren't? 

Final question, is it important to key track of the notes that's relevant to the key? (I.e, a C note in a C pentatonic scale?) And why? I feel like I've read something about them being root notes, and didn't quite get it's importance.

A scale is just indicated how many steps you have inside an octave and how far apart are each step, a major pentatonic uses 5 notes within an octave ("penta") and uses I-II-III-V-VI (I is the Root or Key of the scale).

 

So in a C pentatonic major, you start on C and then uses D (II) E (III) G (V) A (VI).

It exist as many pentatonic major as there is notes which is why the key matters as it define where you start (and all other notes that goes with it accordingly).

 

So all key share the same amount of scales and changing key on guitar is like changing the fret you start with but not the pattern you play.

 

Obviously knowing where your root is important as it's the starting point, there's other note that are important in different scales as they are key points of the scales (they gives the "color" of the scales like the minor third in a minor pentatonic). That's also what RS indicates with the whole and hollowed block, the whole block are the notes that will always work and define the scale while the hollowed one are more transitionnal note that might not sound as nice in all cases.