Bash (Bourne-again shell) is a command language interpreter. Simply put, it is a text windows that will interpret commands that you type. It was written by Brian Fox for the GNU Project as a replacement for the Bourne shell (sh), one of the earliest UNIX shells. Bash offers functional improvements over sh for both programming and interactive use.
It is the default shell in most Linux distributions. Bash supports some advanced features like wildcarding, piping, command substitution, variables, and history of commands entered. Another neat feature that will save you a lot of time is the tab completion, which means that you can type just enough of the filename to uniquely identify it and than press the Tab button. Bash will automatically complete your command.
Here is a picture of Bash in Ubuntu:
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