Respect your past, look to the future
The Native American Flute has a natural scale. You can easily discover this: take a 5-hole flute if you have one, or take a 6-hole flute and promise yourself you will keep your left ringer down no matter what it takes. Now put all your fingers down, and lift them one by one, starting with the lowest, and remember you promise to that left ring finger.

The scale you hear is a pentatonic scale, which is Greek for `five notes'. You get 5 different notes, and the sixth is the octave of the first. Many people know that `pentatonic scales are what you get by playing the black keys on a piano'. True. Can you confirm that? Well, it's easy if you have a flute in Eb. (And if you have a piano of course, or any other keyboard instrument.) Find the fundamental note Eb of your flute on the piano, and play 6 consecutive black keys upwards. You should hear the same as what you just played on your flute. If you don't have an Eb flute, play your pentatonic scale, and see that it is similar to what you get from the black keys of a piano.

keyboard with names
Here is that piano scale. If you look at the picture, and listen carefully, you notice that the jump between the first two notes is bigger than between the second and third, or between the third and the fourth. On the piano, there are two (white) keys between the first and second note, and one each between the second and third, or third and fourth. (Are you now wondering whether those missing notes still exist on your flute?)

The ultimate guide to scales and keys: the basic pentatonic scale