There are some general guidelines:
Basically, the saw should run at maximum speed (strokes per minute). The exceptions may sound like quite a few, but aren't unless you are using materials other than wood. When cutting thin wood, 1/4" or less, running the saw slower will give you much better control of steering. Most scrollers will put a backing board of scrap under thin wood to give better control.
When cutting very hard wood (ironwood, etc.) it's necessary to run the saw slower to keep the blade cooler. You won't often cut wood that hard probably.
You have to saw plastics with a medium sized blade such as a #4 or #5 and run at a slow speed, probably 450 SPM to 900. If the saw is running faster, probably the heat of the blade will weld the plastic back together as you cut it. But there are dozens of kinds of plastic, so that was a very general guideline. You have to experiment in scrap material.
I shouldn't even be talking about these other materials, because they aren't generally beginner projects. But while I'm at it......... Metals, ivory, bone, antler, all will require slower speeds. For example, coins are usually cut with a #2/0 to #4 blade at about 900 SPM, and with a regular skip tooth blade! Challenging!
A scrollsaw is truly a variety tool. You can cut most metals, marble, brick, glass rubber, paper, seashells, on and on. Of course if you're reading this you probably already are a scroller, scrollier, scrollsawer or scrollsawyer, so why am I trying to convince you?