The major difference is that in scripted languages the code is not compiled into machine code. Where as compiled languages such as C++ are converted into machine code prior to running. There are various considerations that should be taken into account when choosing the correct solution for you individual problem. Every language has its own strengths and weakness'. Your first programming language truly just serves to teach you programming logic and then from there the next ones arn't to hard to pick up.
Virtually any language can be used to do what another language can. It's just a matter of how hard/time consuming it would be. It's worth learning at least one scripting language because they do operate differently than a compiled language.
As ryancb said, scripting languages aren't compiled, but rather run through an interpreter. This has some benefits but also some overhead.
Scripting languages are typically much easier to get code and running on, so it's nice to test out some new ideas or algorithms you may have. It's all nice for mostly non-programmers to pick up and write something quickly. Sysadmins tend to use scripting languages for many of their tasks, as it's just easier and they don't need to be a professional programmer.