Scripts are used all over world wide web. You can get small scripts and huge scripts, that go on for pages.
If a user logs onto your wesbite and adds your page to their favourites list by clicking a button on your website, the user has used a script. If a user logs onto your website and you have a clock on the index (home) page, the user looks at it and gets the time, that is another script used. I bet you have used a script before (like adding something to favourites) without knowing whats behind it, and how its done.
This website will allow you to learn how scripts work.