I am not able to insert using 'i' or any other key

I have created the directory check_dir.sh. After using vi command the interface is lookinglike this:

Hi @Suparno-Das,
Please press the “ESC” button and then :q.
You have to create a file called check_dir.sh under the given user’s home directory.

Regards,

You need to create a file and not a directory.
Use command: vi . This will create the file and open an editor. Now press i and you should be able to write the script. In order to save & exit the file use :wq command.