Intervals are a great way to develop your core sense of relative pitch, and guitarists find it particularly useful to learn interval recognition for the sake of improvising. If you’re a lead guitar player and want to break free of the scale patterns and fretboard-based approach to soloing, practice interval ear training on your guitar!
The main lessons of interval ear training all apply whether your main instrument is guitar or not. So learn about the three different approaches to interval recognition, and use interval exercise MP3s to tune your ear in. But there are also some guitar-specific strategies that can help you learn intervals faster.