In order to start scripting for RPG Maker VX, or even if you want to start programming in general, the best way to start is by learning a programming language with simple syntax. Ruby or Python are a great way to start Programming. There are many online tutorials that you can read and learn both languages and I will link you there. But before you start learning Ruby or Python you have to know few things.
RPG Maker VX uses Ruby and the Ruby Game Scripting System 2 (RGSS2) API, but RPG Maker XP uses also Ruby but the RGSS. You don’t have to worry for anything. There are no online training materials for RGSS or RGSS2. This means that in order to learn scripting for both engines you will have to know Ruby. I suggested Python as a general language to get you started. RPG Maker VX/XP scripts need only Ruby.
Where to learn Ruby?(or Python?)
Zed A. Shaw has written books about learning programming the hard way. His books are about learning a programming language the hard way because it is the easiest way. In his books you will learn how to type fast symbols that are used in programming languages, and by the time you finish the book you will learn fast typing. He uses a lot of exercises in order to get used in typing and spotting mistakes that will cause your script to malfunction or not run. You can read Learn Ruby The Hard Way online for free by clicking here and you can buy or read Learn Python The Hard Way here.
After you have learned Ruby you can go online and search for scripts that other have created for VX or XP. By reading them you can see how every script is built and you will have an idea on how to use everything that you have learned. A good forum post with many scripts in order to have a look can be found here. If you don’t have an account be sure to create one for further script-reading and browsing. Forums dedicated to RPG Maker engine are a good library for you and your game. Also if you have difficulties with a script you might ask for their help.
UPDATE: I’ve also found two new links for learning Ruby and for newcomers to programming; you can check them by clicking the links:
Things that Newcomers to Ruby Should Know
Programming Ruby: The Pragmatic Programmer’s Guide