A lot of self-taught players tend to use three or four keys only, especially true on guitar, but also piano. It's safe in C, and even F#. But that precludes an awful lot. If you have a singer ask you to play, it's a bit tame to tell him you can't play in the key he asked.
A lot of guitar driven music tends to be in sharp keys, horn stuff in flat, so knowing all 12 keys inside out is so useful. Then, it's fairly straightforward to transfer to their relative minors, and the derivatives thereof.
Modes? well, if you look at them from the point of view that each has a parent key, you'll find you already know the major ones.
Blues scales, major and minor, are useful, and do sound different from the standard majors or minors, so get those down too.
For a bit of fun, get to play chromatics, starting anywhere, and also whole tone and the two diminisheds - whole/half and half/whole.
Not only is it about learning scales, in order to play in any key, but getting to know the instrument and its layout better.
When you are starting to get proficient in many keys, put the radio or a track on, find the key and play along with it - once you have the key, you then have that special set of notes that belong - you learned them in an ascending and descending order, called scales.