Yes and No.
There are many great keyboard players out there who play only by ear, they know of scales but do not necessarily learn them. It is therefore totally dependent upon what and how you want to learn. Pick up a book on playing a keyboard like those by Kenneth Baker and it is straight into playing a song via reading printed music, learning the notes, durations and practice at playing them. Learning scales is very low priority but again it depends upon how you learn and what you want to achieve.
Arpeggio, that is easy to explain, and the definition will say it all. It means Broken Chord and in practice in say a triad (three note chord) of say an F chord to arpeggiate the chord is to play the individual notes separately. So F, A, C in any order and as these are the root, the third and fifth in an arpeggio you can also play a second, forth, sixth, seventh etc. There are therefore thousands of Arpeggio Patterns available to play.
I practice scales, it is a good warm up for the fingers and it is good for improvisation. Look at the easiest scale a C, dead easy its all the white notes. Play a C scale C to C with the correct crossover going up and down. Now look at the notes, some are whole steps between each note of the scale, some are 1/2 steps between, the thing is this relationship stays the same in a major scale.
I would certainly not practice all scales at once, a major and a minor scale then move on. As it is I would suggest learning C, Dm, Em, F, G, Am, and Bm to start off with then progress on from there.
Now of those scales playing the Am notes will give you a Blues feel, so just think of a Blues rhythm and improvise playing just the scale notes.
Learning scales as part of theory will also help with your understanding of the structure of music. You learn a song in say C but the singer wants to sing it in A, you need to transpose your playing and a knowledge of scales will help that transposition.
So do learn scales as part of a structured regime, what that regime is we cannot tell you, it will be what works for you.
There are many threads on practice routines you can also look at for guidance.