What are places/websites/etc. where I can learn advanced scripting? I REALLY want to make good games like peas and shed (no one is as good as shed) but yeah. Anywhere?
Some good resources is: Lua Webiste (This can teach you everything you need to know about Lua, from simple scripts to advanced scripts) and Roblox wiki and if you have some knownledge about other programming languages then I recommend to use what you learnt from them to do avanced scripting in Lua
I'm afraid there's no good answer on this subject. When you want to learn Lua, there's no set order or place or way you should learn it in. In short, learn from everywhere; no one resource is best.
See my answer here, as well.
LuaLearners.org. I learned almost everything I know about scripting there. Even Advanced and expert. There's an Advanced section there. Well, at LuaLearners Lessons. You can also try the ROBLOX Wiki.
You can learn Beginner Scripting here: http://wiki.roblox.com/index.php?title=Absolute_beginner%27s_guide_to_scripting