Maybe it’s a bit far ahead of where you are in PMT, but this is a good summary of the things you’re looking the answers for:
The C major scale has only natural notes in it (i.e. no sharps or flats). Notes cannot be “minor”, those are chords.
The notes of the C major scale can be arranged into 3 major, 3 minor and a diminished diatonic chord, i.e. these 7 chords contain only the notes of the C major scale (that’s why they sound good over a melody in C).
Now, what determines which chords are major, minor or diminished? You can learn all about that in the practical music theory course.
This short video may help you get a better idea without delving into too much theory.
As you now (I hope) the Key of C contain the notes C D E F G A B which then repeat for the next octave. As mentioned above when stacked in thirds each note in the key make chords. It is piano based but probably easier to see the note relations on a keyboard rather than a fretboard.
He does not mention Dm or Em but this follows the same principal of thirds and Dm contains the notes D F A. Same goes for Em which is E G B. Don’t worry too much about the diminished B chord for now, as these are seldom used in common chord progression.
Hello @dailin your question and issue is unclear, let’s try to unpick it.
I do not understand.
When you say ‘pick them’ do you mean choose them or do you mean play them as arpeggiated chords picking out the notes one at a time?
Whichever you mean, in the key of C the D is D minor, the E is E minor, the A is A minor.
You do not need to start on the note C, you are correct. You can start on any of the notes. If you are playing over a progression with a few different chords, then sometimes the note you choose to start on will sound great, other times not so great. This is all about exploring, trying, listening, having a go.
I would like to direct you to Justin’s Practical Music Theory course also - it is invaluable.
@dailin Early days but try and play the chord tones ie the notes that make up the chord as per that video, when the chords are played on the progression. A good reason to learn over a 12 Bar Blues as there is just 3 chords (most of the time before some chips in!). So a 12 Bar Blues in the Key of C would be C F G major. So although all the notes in the scale will work ok, C E G would work best of the C (they are the chord tones) F A C of the F chord and G B D over the G chord. And yes most Blues would likely be C7 F7 & G7 but lets keep it simple.
You can test this by getting a 12 BB backing track in the Key C and just play the notes C E & G when ever the C chord is played. See how they align ? Do this for F & G. Then try other notes in the scale. They will work but those chord tones will sound better. Be quick with that G is doesn’t stay around for long !
Hope that helps - the Chet Atkins lesson is very good, so certainly watch that !
I have to admit, that despite the fact I have played some of the most iconic riffs of big aces like Metallica, Iron Maiden, AC/DC, Pearl Jam, Nirvana etc. there is nothing I enjoyed more than recording my first C major impro for this backing track.
I felt like I AM actually playing the guitar nobody has ever played before and it felt AWESOME.
The reason you do not like it because you are not yet there. If your hand synchronization is not ready, you will not be able to play this. If you struggle with picking and fretting the very same strings, you need more practice.
Wow, that sounds great! Smooth, with good, thoughtful timing between notes. Really great job! Yeah my improv doesn’t sound anywhere near as good as yours. I definitely need more practice. Thank you for the encouraging words.
I’ve been having fun for more than an hour now just by recording different versions
I don’t care if it is musically incorrect or sounds awkward. I AM learning how to do it now. Believe me it is a great fun. I am sure you’ll get here soon too.
If you followed Justin’s curriculum up to this point and spent a few 100 hours playing the guitar, you should be near too.
Practicing the chromatic scale helps your hand’s dexterity a lot. What Justin also says in his Major C scale lesson that unless you are a 100% accurate in playing the C maj scale at a slow pace, don’t start the improvisation lesson.
Just making sure I understand correctly for my practice - I use practice on the website, and this is what shows up for this lesson, so I have been playing only these notes while I improv…but can’t I also play the open strings? Any open string? And still stay true to the intent of the lesson? TIA
Really struggling with this one, I can play the scale alternate picking with no problem at 100bpm with the metronome, but as soon as i try and improvise, my picking hand just will not co-ordinate with my fretting hand, I just seem to loose all sence of what string I’m fretting with my pick. Really frustrating! Enjoyable but frustrating
100 bpm might be too fast for the early stages. I’d suggest slowing things down to 80, 60, or maybe even slower until you can keep both hands coordinated.
I wont have a problem with it then 
I will get there
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