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Open your favorite script editor and press the Record button. Now switch to the related application and perform some basic tasks, such as open windows or type text. Switch back to the script editor and press the Stop button. In the script editor window, you will see the AppleScript commands which were recorded when you performed the tasks.
If the window is empty, the application is not recordable.
While recording a script is a great way to learn, it will usually produce scripts many times longer than they need to be, and after you gain some experience you will be able to go back a tweak recorded scripts to gain leaner, meaner results.
Some sample of recordable applications are Tex-Edit Plus and the Finder (OS 10 thru 10.2 is not recordable, but 10.3, the Panther, is recordable again!).