Hi bekuzofu
I am a very experienced programmer, I am also a pretty experienced game programmer. I would not consider writing a scripting language - the complexities are much greater than you can possibly imagine. (I've done a rule based AI interpreter in the past and it was really difficult)
Fortunatly there are a number of scripting language options out there already. Have a look at Delphi Web Script, RemObjects Pascal Script, or the Pascal interpreter in the JVCL components. All of these are ready made script parsers for the pascal language.
If you want to make your own scripting language, consider making a pre interpreter that converts your scripting language to pascal code and then using another existing interpreter to run the code.
Instead of making EXEs consider making a single executable that runs your 'programs'. Then assosiate your scripts with this program. (Do a search on google for shell commands, or assosiate program to find out how). If neccessary you can encrypt your scripts so that other people cant change them. Another option (rather advanced coding required) is to create an exe and have your scripts as resources inside the exe.
My suggestion is to get hold of Delphi Web Script. It includes a nice example that has an IDE and full examples of compiling and running code.
Good Luck and have fun
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