This exercise is from the Theory Section on the CAGED system.
Here is the basic G minor scale played in open position (the lowest possible position on the fretboard), then at the octave (12th fret) position.
Like the A minor scale, we will play the scale across 2 octaves as this is the most practical way to practice the scale.
In open position first play the G minor chord. Followed by the G minor Scale:
G - A - Bb - C - D - Eb - F - G - A - Bb - C - D - Eb - F - G
Then up at the 12th fret play the higher G minor chord. Followed by the G minor Scale:
G - A - Bb - C - D - Eb - F - G - A - Bb - C - D - Eb - F - G
Notice that both G chords / scales are similar shapes. Don't worry if the first chord is difficult - many people use the E shape at fret 3 instead (we'll come to that soon when we look at the CAGED progression). You can just play half this chord to save stretching fingers if you prefer. As before, the first finger is used to 'replace' the open notes for the second chord / scale at fret 12.
Practice both scales until you are very familiar with them. Get faster and more regular with them. Use different methods to practice them, i.e. Ascend and descend through the notes. When ready, move to the next CAGED scale: E minor.