The difference of "this" and "script"?

this

this is a keyword in most Object-Oriented Programming (OOP) contexts. It refers to the individual instance object of a class. Lua actually has a version of this feature, called self which works in the exact same way (Lua isn't an OOP language, but it is designed to support OOP concepts). For example...

-- Dog class
local Dog = {}

-- Method of Dog class: bark
function Dog:bark()
    -- Increment number of barks within dog instance
    self.barks = self.barks + 1
    -- ...
end

In Lua, this is not a keyword. Rather, it's just an ordinary variable name. Someone may call a variable this if they're lazy, if the name of the variable doesn't matter, or perhaps if they're trying to emulate an OOP concept to make it look more familiar or conventional.

script

script is a keyword in ROBLOX's version of Lua. It refers to the actual script object in the game that the code is running inside of. For example, if you have your explorer window open with a script somewhere in your game, with this code inside of it:

script:Destroy()

...and you run this code, you will promptly see the script object in your game disappear. The script keyword is usually just used to access descendants or children that may exist in that directory.