Getting Started

Lets get started with an into to scripting in Maya. 
Start off by opening the script editor: Windows > General > Script Editor

You should also always have the API open at the same time:  In the Maya Docs go to Technical Documentation > CommandsPython.  Now, if your new to scripting by thankful your starting off in Maya.  The documentation and interpreter feedback are the best in the business.  90% of Maya's commands are echoed after execution and the API is extremely well documented.  All the commands have examples, and are both searchable and categorized. Luckily, Maya Scripting IS NOT a two bit chapter in a thousand page pdf manual, more on those programs later.

You could start off in MEL.  There are plenty of advantages in doing so:

• No need to import commands
• Automatic sourcing
• Maya's feedback is all in MEL 
• Unicode support
• Maya ASCII is all in MEL
• Expressions, Render Options, and many nodes except MEL directly

However, whenever possible I will be making my scripts in Python.

• Extremely expandable using modules.  NumPy, Django,...
• Extensive UI development.  wxPython, PyQT
• Compatible with many other CG applications.  Nuke, Houdini, Realflow, XSI, ...
• Syntax highlighting/decoration.
• Object Oriented.
• Easily readable.  NO ; $ ` required.

 In either the MEL or Python tab type:

print "Hello World" 
>>Hello World

To execute your code it is best to highlight the portion you want to run, then hit Control+Enter.  Maya's interpreter will return Hello World and you have completed your first script.