A simple script would look like:
#!/bin/sh
echo "Hello, world!"
Where the first line consists of "#!<path to the shell to use - usually
/bin/sh>" and then the rest of the file consists of the commands to execute -
basically anything that you can do from the command line.
Once the file has been saved, execute 'chmod 755 <script_file>' and you will
be able to use your script just like any other program on the system.