Although this is the simplest scale, Derrick quickly moves on to runs around A, C, C#, E, F# which are also pretty straightforward. These are the basic scales:
The point of the lesson is to move quickly from changing the base of the C Major arpeggio.
The lesson then quickly moves to transposing your C Major arpeggio, starting at D: D, F, A, C, D.
The lesson then goes on to add E, G and B to the scale around 10 minutes into lesson 2.
Hope you find that useful. Note that I am just a beginner and may have misquoted some of the above :-)