Each mode has a very unique sound. E.g. the Phrygian (III) mode sounds melancholic, the Lydian (IV) mode sounds happy, the Mixolydian (V) mode is bluesy, and the Locrian (VII) mode sounds strange so it's rarely used.
Musical modes are different from musical scales. A scale is a series of intervals in a specific order, which - with the key (or first note) - tells you that scale's steps. However, in modern music, a mode is normally used in the sense of scale, applied only to the seven specific diatonic scales (using only the white keys on a piano or keyboard) that follow the first note (or central tone or tonic). Music which contains more than one mode is called polymodal.
All major scales have the same interval sequence W-W-H-W-W-W-H, where "H" means half a step and "W" means a whole step (two semitones). If we talk about musical modes, this interval sequence is called the Ionian or Major mode. It is one of the seven modern modes. There are seven of them because only seven diatonic notes can be used as the tonic (C, D, E, F, G, A, B). If you take any one of the major scales, you can make a new scale by taking a different degree of the major scale as the tonic (first note). It means that all the modes consist of the same notes. The difference among the musical modes is the tonal center. The E Phrygian scale means that the note E is central. In other words, E becomes the tonic, while all the notes remain the same as those of the C-major scale. This concept can be transposed chromatically to every major scale.
The Seven Modes
Ionian (I)Ionian is usually considered to be the first musical mode. It is identical to the major scale, and begins on C. It consists of C (the tonic or first note), D, E, F, G, A, B, and the upper-octave C. It follows the pattern W-W-H-W-W-W-H. The majority of popular songs are written in the Ionian mode. It's pronounced as [ahy-oh-nee-uhn].
Dorian (II)
Dorian is the second mode, beginning on D. It consists of D (the tonic), E, F, G, A, B, C, and the upper-octave D. It follows the pattern W-H-W-W-W-H-W. The Dorian mode is most common in Celtic music and early American folk songs derived from Irish melodies. Songs written in this mode sound a bit melancholic because the final note doesn't resolve itself. It's pronounced as [dawr-ee-uhn, dohr-].
Dorian is the second mode, beginning on D. It consists of D (the tonic), E, F, G, A, B, C, and the upper-octave D. It follows the pattern W-H-W-W-W-H-W. The Dorian mode is most common in Celtic music and early American folk songs derived from Irish melodies. Songs written in this mode sound a bit melancholic because the final note doesn't resolve itself. It's pronounced as [dawr-ee-uhn, dohr-].
Phrygian (III)
Phrygian is the third mode, starting on E. It consists of E (the tonic), F, G, A, B, C, D, and the upper-octave E. It follows the pattern H-W-W-W-H-W-W. Modern musicians often use the Phrygian mode because it works well with the Ionian. It's pronounced as [frij-ee-uhn].
Phrygian is the third mode, starting on E. It consists of E (the tonic), F, G, A, B, C, D, and the upper-octave E. It follows the pattern H-W-W-W-H-W-W. Modern musicians often use the Phrygian mode because it works well with the Ionian. It's pronounced as [frij-ee-uhn].
Lydian (IV)
Lydian is the fourth mode, starting on F. It consists of F (the tonic), G, A, B, C, D, E, and the upper-octave F. It follows the pattern W-W-W-H-W-W-H. The Lydian mode is the opposite of the Ionian. It feels as solid as a major scale but the intervals are surprising and unexpected. This mode is popular among creative jazz musicians. It's pronounced as [lid-ee-uhn].
Lydian is the fourth mode, starting on F. It consists of F (the tonic), G, A, B, C, D, E, and the upper-octave F. It follows the pattern W-W-W-H-W-W-H. The Lydian mode is the opposite of the Ionian. It feels as solid as a major scale but the intervals are surprising and unexpected. This mode is popular among creative jazz musicians. It's pronounced as [lid-ee-uhn].
Mixolydian (V)
Mixolydian is the fifth mode, beginning on G. It consists of G (the tonic), A, B, C, D, E, F, and the upper-octave G. It follows the pattern W-W-H-W-W-H-W. Mixolydian is similar to Lydian because it also has a major scale feel with minor intervals. The Mixolydian mode is a popular choice for solo musicians who wish to counterpoint the Ionian key of the song. It's pronounced as (ˌmɪksəʊˈlɪdɪən).
Aeolian (VI)
Aeolian is the sixth mode, beginning on A. It is also called the natural minor scale. It consists of an A (the tonic), B, C, D, E, F, G, and the upper-octave, A. It follows the pattern W-H-W-W-H-W-W. The Aeolian mode is still fashionable today but musicians rather refer to it as the minor key. The Aeolian mode creates a modern, sad and bluesy sound. The last note of the Aeolian scale feels resolved differently than the Ionian. It's pronounced as [ee-oh-lee-uhn].
Locrian (VII)
Locrian is the seventh and last mode, and begins on B. It consists of B (the tonic), C, D, E, F, G, A, and the upper-octave B. It follows the pattern H-W-W-H-W-W-W. This mode is so unstable and unsatisfying that it’s rarely used. It's pronounced as [lock-ree-an].
To remember the seven musical modes, many musicians use this memory aid: "I Do F(ph)ollow Lonely Men And Laugh.". The first letters of the words stand for: Ionian, Dorian, Phrygian, Lydian, Mixolydian, Aeolian and Locrian.
Major modes
The Ionian mode is the same as the major scale. Scales in the Lydian mode are major scales with the fourth degree raised a semitone. The Mixolydian mode is the same as the major scale with the seventh degree lowered a semitone.
Minor modes
The Aeolian mode corresponds to the natural minor scale. The Dorian mode is identical to the natural minor scale with the sixth degree raised a semitone. The Phrygian mode is the same as the natural minor scale with the second degree lowered a semitone.
Diminished mode
The Locrian is neither a major nor a minor mode because, although its third scale degree is minor, the fifth degree is diminished instead of perfect. Therefore it is usually called a diminished scale.
If you would like to learn about musical modes in more depth, I recommend The Complete Book of Scales, Chords, Arpeggios and Cadences.
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