CGI (Common Gateway Interface) scripts are small programs that allow visitors to your site to interact and input information rather than just looking. For example they can sign a guest book or post comments on a bulletin board.
If your web site is hosted on a server that gives you access to your own cgi-bin directory there are a lot of fun and useful things you can do with CGI scripts. However, not all hosting services do offer a CGI directory, for example, AOL gives you access to a guest book script but does not allow you to install any scripts of your own. If your Host-Server does not give you cgi-bin access you can still add some neat stuff to your site using scripts that are "remotely hosted". You can find some examples at The CGI Index, Programs and Scripts, Remotely Hosted.
If your Host-Server does offer you your own cgi-bin directory get ready for another round of learning! You don't need to know any programming to use cgi scripts but just learning how to install and use them will take a bit of study and probably some frustration, but when you get one working it really is a great thrill.
Most CGI scripts are written in the PERL programming language. I don't know anything about programming but for the Crafts Fair Online I managed to install PERL scripts for a guest book, a bulletin board system, a form for submitting web sites, a random link to crafts sites and a few others. Some seemed to work right off the bat, others I fretted over for days, pulling out my hair, trying to figure out why I couldn't get them to work. In the end it was usually something simple and the result was a great feeling of "I Got It!".
To install PERL scripts, the first thing you need to do is change the "Variables" (and if you are smart that's the only thing you'll change until you get it working). The variables are things that are specific to your server that the script needs to know, for example, the location of a certain document the script uses or where to put a document it creates. If a script doesn't work it's most often because you wrote something wrong in the variables, and it doesn't take much, a / out of place will mess everything up. But, if you keep trying and read the directions carefully, you can usually figure out where the problem is.
There are tons of free cgi scritps on the web. If you are like me, once you install one successfully, you'll want to try more. Here are some links to great free scripts and resources.
The CGI Resource IndexJAVA
Matt's Script Archive
Selena Sol's Script Archive and Resource Library
The following sites have lots of information and free scripts for adding Java to you site.
The Coffee Shop
WA's Free Java Scripts