This is the E pentatonic minor scale from the Core Skills Section on Picking.
Don't worry about the big name, it's actually a very easy scale. The E pentatonic minor scale is one of the most common guitar scales, and it only has 5 notes! This scale starts on the Low E note string and moves across all strings to the High E string.
It is a good scale to know and a good alternate picking exercise because there are only 2 notes per string. This makes it a little easier to get the down / up picking strokes correct.
The notes in the scale are E G A B D E and for those who have some music theory knowledge, notice that we are playing through 2 octaves (or registers):
E G A B D E G A B D E.
i.e. continue up through the scale into the next 'register' (where the notes are repeated, but sound higher).
Don't worry if this means nothing to you yet, we cover what octaves are in our theory section. We go more in depth about octaves / registers in this ActionTab.
Don't worry if that's too much information for you yet. For now, you just need to know that we are playing this scale using alternate picking from the low open E string to the high open E string, and then returning back down the scale to finish on the Low E again. The focus here is developing good technique and learning one of the most important guitar scales!
Keep practicing this scale because you will find it comes up a lot in guitar music! Get familiar with it and learn to play each note cleanly and in a regular rhythm, like in the ActionTab. When you know your way with the scale and can start getting even half as fast as the normal speed audio, you may want to take a look at the Jamzone. There we deal with using scales to make melodies. There is a specific 'scale game' for this E pentatonic minor scale - starting here.