A chromatic scale is a nondiatonic scale consisting entirely of half-step intervals, having no tonic due to the equal spacing of its tones.
It is important to learn this scale when learning to play music, if not just to make sure you know all the notes on your instrument. It's pretty easy to understand, it's just every note. The only thing to notice is that there is no note between E and F, nor between B and C.
Two-octave chromatic scales are also available: PDF