How do I do the click script or click action?

I want to make a brick that changes its transparency each individual time it's clicked on, How do I make this script? Also, does the script start with function?

Well, to detect a click on a part, you'd need to use a ClickDetector. From that, you can tell when a MouseClick event is fired. Since you haven't attempted this on your own, I'm not going to provide you with a script. You should know the basics, by changing the transparency. I'll just give you the script they provided on the Wiki.

Example:

Workspace.Part.ClickDetector.MouseClick:connect(function(playerWhoClicked)
  print("Part was clicked by: " .. playerWhoClicked.Name)
end)