The major scale, but learn it all over the neck. Once you know that, you've got all the modes.
For example if you learn the C major scale, use the same fingering pattern, but start and finish on D, hey presto you're playing a Dorian mode.
Same fingering pattern but start (and finish) on A, hey presto you're playing an Aeolian mode - or natural minor scale.
Lots of fun to had discovering the others...