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A shell script is a file that contains ASCII text. To create a shell script, you use a text editor. A text editor is a program, like a word processor, that reads and writes ASCII text files. There are many, many text editors available for your Linux system, both for the command line environment and the GUI environment. Here is a list of some common ones:
The granddaddy of Unix text editors, vi, is infamous for its difficult, non-intuitive command structure. On the bright side, vi is powerful, lightweight, and fast. Learning vi is a Unix rite of passage, since it is universally available on Unix/Linux systems. On most Linux distributions, an enhanced version of the traditional vi editor called vim is used.
The true giant in the world of text editors is emacs by Richard Stallman. emacs contains (or can be made to contain) every feature ever conceived for a text editor. It should be noted that vi and emacs fans fight bitter religious wars over which is better.
nano is a free clone of the text editor supplied with the pine email program. nano is very easy to use but is very short on features. I recommend nano for first-time users who need a command line editor.
gedit is the editor supplied with the Gnome desktop environment.
kwrite is the "advanced editor" supplied with KDE. It has syntax highlighting, a helpful feature for programmers and script writers.