Q:

Why is Invalid Expression Term "String" showing up? 

I think the error has to do with the If statement, but i'v tried searching for the error, and most of the problems are caused by syntax errors, which doesn't seem to be the case for me.  Thank you in advance for the help. 
using System;

namespace FirstConsoleProjectSolution
{

  class MainClass
  {

    public static void Main (string[] args) // this is a method called "Main".  It is called when the program starts. 
    {
        string square;
        string cylinder;

        Console. WriteLine ("Please enter a shape");

        if (string == square) { 

            double length;
            double width;
            double height;

            Console. WriteLine ("Please enter length");
            Console. ReadLine (Convert. ToDouble ());

            Console. WriteLine ("Please enter width");
            Console. ReadLine (Convert. ToDouble ());

            Console. WriteLine ("Please enter height");
            Console. ReadLine (Convert. ToDouble ());

            Console. WriteLine ("Your total volume is" + length * width * height);
        }

        if (string == cylinder) {

            double areaOfBase;
            double height;

            Console. WriteLine ("Please enter area of base");
            Console. ReadLine (Convert. ToDouble ());

            Console. WriteLine ("Please enter height");
            Console. ReadLine (Convert. ToDouble ());

            Console. WriteLine ("Your total volume is" + areaOfBase * height);

        }
    }

  }

}   

A:

That's because of this statement:
if (string == square) {

The string keyword represents a data type, and it's not possible to compare a data type and a string. 
The message that you print out suggests that you are trying to input something, but there is no input.  I think that you are trying to do something like:
Console. WriteLine ("Please enter a shape");
string shape = Console. ReadLine();
if (shape == "square") {
  ...

Later on in the code, when you try to input numbers, you would use code like this to parse the string and put it in a variable:
length = Convert. ToDouble(Console. ReadLine());

