Start from M$-Access if you want to know about databases,and also you should learn SQL as you learn more inorder that you can define and use your data,then you can go with MySQL or anything else.
And as you knew java,then you can find a good API or anything like this to start programming database applications.
Scripting languages are lanaguages that are not being compiled by a compiler,instead they're being interpreted using an interpreter.And it depends on what platform you are using means you want to write scripts for web-pages then you should use php,asp,java-script,vb-script,... and so on.
tell me if you want to know more.
Good luck.