Wow..great Randy Rhodes...and your Gilmour stuff is excellent too. How long have you been playing? Also, what's the best way for newbie to learn good rock and metal on the guitar? I would love to be able to play like you. I'm good on piano and keyboards but can barely play guitar besides a few riffs.
I learned music theory early in the game. It helped significantly.
I've been playing too long to remember. We had guitars in the house when I was a little kid.
As far as transitioning from the keyboard (or any musical instrument)-- your fingers will be dealing with some serious "conditioning"-- the guitar strings remind me at times of razor blades. Even after playing for all these years, I still build new callouses and not only do you end up "shredding" on the guitar, your fingers also get "shredded" much like a cheese grater would do.
You gotta stick with it. Make a committment. Learn your notes and scales.
If I had to suggest the best scale to start with, I would choose the "Pentatonic"--there are instructional vids all of YT. You can learn picking techniques and all that jazz, but the bottom line will be just plain sticking with it. Kinda like bodybuilding. Sooner or later, something has to be achieved.