JavaScript and vbScript are client side, .net, asp, jsp, php, and coldfusion are server side.
client side meaning the stuff you do is done on the browser, convinent if you don't want to submit your page to the server to do what you need it to do. (calculations, hiding fields, disabling fields and so on. Its great for form validation and data masking right in front of the user. All borwsers don't all agree on how server side scripting works or could be turned off entirely.
server side meaning the stuff you want to do is done on the server and returns html to "look" like you want it to. It also does things like database manipulation. The best part about server side is it isn't browser dependant. One script will work for any browswer because it isn't done with in the browser.
Do you have an application in mind, something you want your website to do? If not you may want to handle the basics of HTML and CSS first then jump into a "dynamic" environment.
As far as what language you want to use its up to you. I'd use JavaScript for client side because of the wider acceptance browser wise. Server side scripting is up to you. I prefer coldfusion myself quick easy and straight forward however somewhat diffacult to find reasonably cheap, others like .net, asp, php and so on.