A scripting language doesn't require a program to be compiled before it is run, All the interpretation is done on-the-fly by the client.
With a regular programming language, before you can run a program you have written, you must compile it using a special compiler to be sure there are no syntax errors. With a scripting language, the code is interpreted as it is loaded in the client. Thus, you can test the results of your code more quickly. However, errors won't be caught before the script is run and could cause problems with the client if it can't handle the errors well. In the case of JavaScript, the error handling is up to the browser being used by the viewer.