Only you can say whether things sound right or wrong.
Generally speaking, most people would think it sounds out of place if two people in a band were playing different scales at the same time. It would sound "wrong" (and very wrong to most ears).
Theory comes from what most musicians think is right, over time. So a single piece of music tends to be based on a single scale. But you can have a section of the song which uses a different scale (goes into a different key) - still, everyone changes to the new scale. There's only ever one scale at a time.
But it's possible to use notes from outside that scale, in passing. Although they're technically "wrong notes", they add colour and drama when used right.

You don't really need to know the theory of this. Start with using one scale to write a piece of music. (Remember one scale goes all over the neck.) Then if you think that's a bit dull, try adding other notes here and there, using your ear to judge what works and what doesn't.
But also remember that it isn't the scale that makes music interesting. The vast majority of music we hear all uses the same scales. Rhythm (time, tempo, beat, etc) is probably the most important aspect of music - more important than scales, and certainly more important than chords. You can play a great solo on one note if it's rhythmically interesting!

yes! rhythm is the most important part of music. i think another aspect of music most musicans these days are missing is dynamics(how loud or soft a note or passage is).

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"You want dynamics?? I'm playing as loud as I can!"
- old drummer joke.