Welcome to the forum Mick.
To cut a straight line with a scroll saw, you will need to compensate for the blade bias.
As most scroll saw blades are of a punched out manufacture, there is burr on one side of the blade, this causes the blade to try and drift off line, to compensate you need to feed your work piece onto the blade at an angle, with some blades this can be as much as 45 degrees to maintain a straight line. Wood grain will also be an added influence which needs to be compensated for, with practice you will find the feel for the necessary compensation.
Practice cutting straight lines and circles, when you can consistently cut these, you will be able to cut any shape you require.
Blade type/size will depend on how intricate a piece you want to cut, my main go to blades are size 3, 5, and 7, all reverse tooth Niqua, this means that the bottom six or eight teeth are reversed to the rest of the blades teeth, this goes a long way in preventing breakout on the underside of your work piece.
Hope this is of some help, warning, scroll sawing is addictive. :wink:
Take care.
Chris R.