Thanks Pene Azul (Blues Pianist) for those excellent links. I could add This one where you can find lots of exercises in MIDI format, and good explanations.
I assume everyone has understood the concept of the different intervals among notes when we change keys, not only the pitch. For example, if my voice has a higher range than a bass, and there is a nice song written for bass that I want to sing, it is generally accepted to raise the key (not in classical songs), but I have to respect the nature of the song and then I will keep the intervals intact, so if the original goes from C to D# (three semitones) and my key is D major, I´ll go from D to F (three semitones) and so on. The score will look pretty different but the intervals will be right. However if I prefer to change the nature of the song, I could choose any minor scale and create a new one, which will sound not merry and brilliant, but sad and obscure, or viceversa. A change in key in the middle of a song is called a modulation, and it is one of the richest sources of emotions for the composer. Richard Wagner was a master of modulations, there are some songs (listen to Wesendonk lieders, for example) with two or more modulations per line.
There is also a very interesting thread in this forum, on the subject of MODES - don´t remember the name but you will easily find it by filtering the word MODES and setting the period to 90 days.
Un abrazo - Andrés