In addition to other answers, "scripting language" often has the connotation of being a lightweight tool for automating a task quickly. Usually only the command line or a text editor is necessary to write a script; no compiler. Scripts may often only be a few lines long, such as a basic sed or awk script for transforming a text file. They often don't require a long list of imports. They are almost always loosely typed. The language will often provide simplified ways of completing common procedures, such as reading and writing to files, performing regex matching, or making a HTTP request. They can also be used as gluecode for automating tasks written in different languages.
Now, given that explanation, don't go thinking that scripting languages are any less capable than "programming" languages. Scripting languages can be used to write applications that are just as sophisticated and complex as compiled languages, often times in much less time.