you will have to take classes to go in-depth to know what does what and to get some hands-on experience. That's the best way to learn, other than that, stick with the online tutorials. Or get a book like programming for dummies or something.
Depends what you want to 'script'. If you do indeed mean Actionscript then you can't really learn without at least downloading a free trial of the full Flash software. This is needed to interpret your script and get it to actually DO something. You can type the script in Notepad of course, but nothing will know what to do with the code.
If you just want to learn the more basic principles of 'scripting', most of which apply to Actionscript as well, then I suggest starting with Javascript; for web-based scripting. You can test Javascript in your internet browser straight away to see what you've accomplished =]