The reason we have scales is to limit our note choices from the available 12 notes in an octave.
Now why would we want to limit our note choices? That's so that when you improvise a jam with someone else everybody knows where the song is going. So why is it important for others to know where your solo is going?
Because the basis of music lies in melody, harmony and rhythm agreeing with each other. Unless the melody (your guitar solo or a vocal solo) agrees with the harmony (multi-part choir or backing instruments/orchestra), your music is going to sound bad. So when you pick a scale to play on, all other instruments will have to stick to the chords within that key and the melody too can be based on that key only. This allows you to solo freely but within the rules (i.e., the notes of the scale).
You can make your own scales but that would be of only academic value unless everyone else you jam with uses it too as intended. Moreover, besides including notes in your scale, you will also need to figure out the right chords that can make the notes in your scale sound melodic.
If you were to talk of inventing your own scales, mathematically the number of scales you can come up with is infinite because scales like chords, technically do not have to be limited to 1 octave. Also the ascending and descending pattern for the scale need not be identical...
-- My current rig
Guitar: '98 MIJ Ibanez RG520 QS w EMG 81/60
Amp: Laney LC15R Tube, Fernandes 20W SS
Pedals: MI Audio Tube Zone Overdrive, Boss OD3, CS3, MT2, HM2, DS2, CE5, DD7, TU3, Beta Aivin DD2 Delay, Dunlop Crybaby 95Q, Stranger Vol Pedal, BBE SupaCharger
Others: Yamaha RBX 374 Bass, Yamaha MM-6 Synth, M-Audio Fast Track, Shure SM-57, Heet Sound E-Bow Plus
Wanted(pm if selling): EB VPJr/Boss FV500L,Ibanez w Original/Lo-Pro Edge