A scripting language is a programming language which doesn't need to be compiled like "ordinary" languages. It is dependent on an interpreter, a program that takes the source code and executes it (or compiles it Just-In-Time). Such languages are usually very high level, unlike others such as C.
The original programs were scripts, before enough expressiveness was available to write a compiler.
Scripts are known for being slower than compiled programs, as the code is compiled during runtime. However, computers are so powerful today that this doesn't matter nearly as much as it used to.