For a beginner, I would highly recommend DrRacket (formerly Dr. Scheme), since it gives you a really nice environment to work in, supports many dialects of Scheme, and gives very good failure and debugging information. I believe most implementations of Scheme are interpreters, although it is possible that there is a compiler out there.
If you are a commandline junkie like me, an alternative you might consider is to run the racket interpreter directly, which is essentially the same thing as Dr. Racket, but without the graphical environment and a commandline interface. Or, start your source file with #! /usr/bin/env racket and make it executable with chmod +x source.rkt.