Knowing your octaves is very important. It is the first step to learning arpeggios, developing cool new chords, and understanding the patterns and relationships between the notes on your guitar.
Notice there is no fret specified on the charts below, that is because these relationships are universal to your instrument. How cool is that!
Here is a video that gives you a great exercise to help you learn your octaves, but it may be a bit hard for brand new beginners: