This is a good introduction to bash scripting at the Linux Documentation Project.
"Bash" is the main command interpreter on your system (and almost all Linux systems); it's the program you are interacting with when you use the command line. It is fully scriptable and is backward compatible with previous UNIX shells.
In addition to bash, there are other script interpreters included with Ubuntu, but that's the place I'd recommend starting.
What do you want to do with scripting? Do you just want to learn how to script in general, or do something more specific?