Normally Shells are interactive. It means shell accept command from you (via keyboard) and execute them. But if you use command one by one (sequence of 'n' number of commands) , then you can store this sequence of command to text file and tell the shell to execute this text file instead of entering the commands.
This is know as Shell script.
Shell script defined as:
"Shell Script is series of command written in plain text file. Shell script is just like batch file in MS-DOS but have more power than the MS-DOS batch file."