So I was raised playing Sax. I know all of my sax scales and what not. I started learning guitar about a week ago and I have been stumped by this. Many of the major chords, C major and E major for example, are almost exactly the same sound. I know next to nothing about theory for guitar but on sax, the chromatic scale seperated C with C sharp, D and D sharp so there was a huge pitch difference so I am lost. Am I doing something wrong?

Dan,
The scales are the same (musically ) on all instruments.  The thing is knowing where the notes are on a particular inst.. IE guitar.
You have to learn the mechanics of the instrument in order to use it to its highest potential.
I am a guitar player, and have no clue how to work a sax..  but the notes are all the same.
Learn the guitar neck as to where all the notes are. There are many repeats, in unison, and octaves as well..

J

i started on trombone i never got very far but what i did lean was the scales well a few of them
and they all seemed the same to me at one point or another. id see how they would start in a different
key but some where in  the middle the tones and positions would be the same. but mostly the difference was a little
on the slide and mostly in the mouth piece ie higher or lower.
Now that i play guitar and consider myself a guitar player i have used this site to help me learn the scales
and ive notice yes the positioning for blues scales are the same and chromatic etc... but they are very effective

Well all major chords share the same harmonic qualities...they all have a root a 3rd and a 5th....so regardless of whether its E or G they all have a similar tone to them  and in fact share alot of the same notes.

I think the confusion is that you come from a sax background an instrument that plays one tone at a time so yout ears are not accustomed to picking out triads....to picking out 1 note from a chord of 3...so the chords are different as far as notes....but as far as picking that out...you just need to play for abit longer and get acustomed to the sound of harmonies and note groups.

...sax is a vertically melodic instrument, where notes are commonly played singularly and sequentially or one after another.

...guitar is a [i]horizontally[/u] melodic instrument (like a piano), where notes can be played both singularly (melody) and in combinations (chords), or both (chordal melody, like Bill Evan's piano mastery).

...vertical = linear (singularly); horizontally = parallel (more than one at a time).