When learning to play the guitar, especially in the beginning, it is important to develop and practice the right habits and techniques. When you are trying to develop finger dexterity, it is absolutely critical to be able to use your finger tips when playing, especially when attempting to play scales.
There are several cool exercises to help you develop your finger dexterity and allow you the finger strength that you need to be able to become accomplished. Typically the best of these exercises involve playing patterns that require you to play each and every fret on the keyboard accross all strings, not focusing too much on the scale you are playing or the key. You want to be sure to use your finger tips and not the flat part of your finger to properly complete.
To explain the exercise, I found a video on youtube that does a good job in demonstrating the technique, which you can watch. To put it in to words for you to follow, hold your guitar as you normally would with your fret hand on the neck. Start at the 5th fret of the 6th string (A) and play each note in sequence through each of your 4 fingers. 1st finger on 5th fret, 2nd on the 6th fret, 3rd on the 7th fret, and 4th on the 8th fret. Continue this pattern down each string and return back to the sixth in reverse order. Practice getting faster and faster and fluent at the pattern and reverse and then shift up one fret and repeat.
This exercise is great for beginning guitar players, but also as a warm up for guitar players of any skill level. You can also use variations of this exercise as you learn new techniques like hammerons, etc. Focus on playing it as quickly as you can, but no faster. This will force you to play cleanly to keep your guitar playing from sounding sloppy.
I hope you find this exercise helpful.