How to work with scale ear training
The module plays a scale up or down and asks for its type. The first level is limited to major and natural minor. Harmonic and melodic minor follow, then pentatonic and blues scales, and on the top levels the church modes.
Do not listen for individual notes, listen for the characteristic spot. Every scale has one degree where its character is decided: in major the major third and the leading note, in natural minor the missing leading-note tension, in harmonic minor the wide step between the sixth and seventh degrees that gives it its exotic ring.
Take time to sing each scale back internally. If you can sing a scale, you recognise it; if you cannot, you are guessing. That is the whole difference between ear training and luck.
How scales are built
A major scale is nothing but a fixed pattern of whole and half steps: whole, whole, half, whole, whole, whole, half. That pattern can start on any of the twelve notes, and that is exactly where the twelve major keys come from. Natural minor uses the same material but starts on the sixth degree: whole, half, whole, whole, half, whole, whole.
Harmonic minor raises the seventh degree by a semitone so that a leading note appears and the dominant becomes a major chord. As a side effect an augmented second opens between the sixth and seventh degrees, and that step of one and a half tones is what makes the sound unmistakable. Melodic minor also raises the sixth to smooth that gap, classically on the way up only.
The pentatonic scale removes the fourth and seventh degrees from major, that is, precisely the two half steps. Five notes remain, and they fit together in any order; that is why a pentatonic scale almost never sounds wrong and why teachers reach for it for first improvisations. The blues scale adds the flattened fifth to the minor pentatonic, the famous blue note.
From practice
It works best to sing every new scale first, then play it, and only afterwards hear and identify it. That order matters. A scale you produced yourself is anchored physically in memory; one you only heard stays abstract.
A good self-test is the question: what would a song in this scale sound like? Major brings children's songs to mind instantly, natural minor folk songs and pop, harmonic minor film music with an eastern flavour, Dorian old folk tunes and a great deal of Santana. Those associations are no substitute for theory, but they give you a fast grip in the moment of decision.
Tie the exercise to the circle of fifths. If, while hearing a major scale, you also think about where its key sits in the circle and how many accidentals it carries, you are practising two things at once and saving yourself a later session.
Common mistakes
Major and Mixolydian get confused because they differ only in the seventh degree. Listen specifically to the note just before the octave: if it pulls hard towards the tonic, it is major; if it stays relaxed, it is Mixolydian.
Natural and melodic minor sound very different ascending, but in classical usage identical descending. When the module plays downwards, that distinction is simply not audible; read the task rather than doubting your ears.
And a mistake that has nothing to do with hearing: tempo. When a scale runs past quickly, the characteristic spots blur. Replay the question and sing it back slowly in your head before answering.