Simply put, the shell is a program that takes commands from the keyboard and gives them to the operating system to perform. In the old days, it was the only user interface available on a Unix-like system such as Linux. Nowadays, we have graphical user interfaces (GUIs) in addition to command line interfaces (CLIs) such as the shell.
On most Linux systems a program called bash (which stands for Bourne Again SHell, an enhanced version of the original Unix shell program, sh, written by Steve Bourne) acts as the shell program. Besides bash, there are other shell programs that can be installed in a Linux system. These include: ksh, tcsh and zsh.
What's A "Terminal?"
It's a program called a terminal emulator. This is a program that opens a window and lets you interact with the shell. There are a bunch of different terminal emulators you can use. Most Linux distributions supply several, such as: gnome-terminal, konsole, xterm, rxvt, kvt, nxterm, and eterm.
Starting A Terminal
Your window manager probably has a way to launch a terminal from the menu. Look through the list of programs to see if anything looks like a terminal emulator. If you are a KDE user, the terminal program is called "konsole," in Gnome it's called "gnome-terminal." You can start up as many of these as you want and play with them. While there are a number of different terminal emulators, they all do the same thing. They give you access to a shell session. You will probably develop a preference for one, based on the different bells and whistles each one provides.
You're not logged in as root, are you?
If the last character of your shell prompt is # rather than $, you are operating as the superuser. This means that you have administrative privileges. This can be potentially dangerous, since you are able to delete or overwrite any file on the system. Unless you absolutely need administrative privileges, do not operate as the superuser.
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