The command line interpreter is a programm which reads the input from the user and then interprets it. Most probably, you have met with Bash, the Unix command line interpreter. Other famous interpreters are command.com for DOS, cmd.exe for WinNT and so on.
The command line interpreter gives to the user the ability to execute commands in a very efficient way. But to do so, the user must know the syntax of the command, or the language, which is interpreted.
Many CLIs (Command Line Interpreter) allow the usage of scripting languages. Every scripting language is unique and can be used only for the CLI which is designed from. For example, the Bash CLI can execute bash (shell) scripts. There are other shell scripts for *nix, such as sh, csh, ksh. There is a Bash tutorial included in this handbook.
Nowadays, the GUI (Graphical User Interface) is widely used. It is designed to replace the crypting and sometimes problematic syntax of the command line interpreters. However, the CLIs are used very often together with GUI. For some complex commands, the GUI can be very annoying , with many dialog boxes, menus and bars, while the CLI can solve the problem with one line.