I am trying to learn the scales and its relative chords. I am confused with Minor scale.

Lets take A minor key for an example.
A minor key has following notes: A B C D E F G
and its relative chords are: 
Am Bdim C Dm Em F G
(I II III IV V VI VII)

now i was looking online for some of the common progression for all the key, so i came across the below progression for A minor key.

I IV I V I
(Am Dm Am E Am)

The above chord progression has a E major chords in it, why is that ? E major is not in the relative chords for A minor scale. Can somebody please clarify this? This seems to be the pattern for all the minor keys. We just change the chord from minor to major even if it's not in the relative chords for that Key. I do not see this kind of behaviors in the Major Key.

One more question that is for the soling. I have looked numerous examples and tutorial online but i could never find the simple easy tutorial which makes sense. So, lets say I choose a key for my song, lets say its a key of A minor. I am also doing chord progression in the Key of Am (e.g of the chord progression Am Dm Am E Am). Now if i want to solo over this chord progression what is the best way to go about it ?
Should I play the scale of A minor on this chord progression ? should I play the scale of each individual chord during the progression? what is the most easiest approach for which i dont have to memorize too many scales ?

I am sorry if my question is very rudimentary. I am not very good at this.