The great Pebber Brown custom-made a video for you and uploaded it in September of 2007. http://www.youtube.com/watch?v=ilJ6Ckj0Ciw&feature=relmfu
You can find a lot more if you search through his uploads on his youtube channel ( http://www.youtube.com/user/pebberbrown ). I would suggest looking up some of his right and left hand technique basics if you haven't, it is very applicable to practicing scales in a productive way.
As for your specific questions...
- F# is the 7th scale degree of G major. Keeping things free of any complex musical concepts that I won't pretend to understand, playing any note in the scale is fair game while in the scale. For the sake of practice, you may not want to start with the F# so you can more clearly "hear" the G major sound, as Pebber explains in the video.
- The G major scale officially starts with G and ends with G. You can cycle through G A B C D E F# G in as many octaves from as low as your instrument allows to as high as it allows and still be in the key of G major (that includes the open low E string, the lowest F#, etc).
- If you mean the same scale, literally just keep playing the same notes in a higher or lower octave/pitch/position/choose your word. If you mean different scales in a musical setting... learn a major scale first.
- G is generally the guitar standard to start with. All of the open strings are contained in the key of G major, and is the relative major of E minor (nice to have the scale tonic on both the lowest and highest open strings). C major isn't terrible, all the open strings are also contained in the key, and has the relative minor of A, both of which contain no sharps or flats. Just go with G though.
As some general advice, if you crave understanding of the things you're working on, head to a library, book store, whatever, and find the most BASIC music theory book you can. There are a lot of great, free learning resources out there, which you can not benefit from without a certain baseline of knowledge. Phrases like "major third" and "aeolian mode" can halt any sense of learning from any source if you just legitimately do not know what they mean.