Last night I decided to try to install Bard's Tale on my older Dell laptop running Xubuntu 16.04. I did the usual chmod +x on the command line as instructed by the comments at the top of the file, and attempted to install by typing:

./gog_the_bard_s_tale_2.0.0.2.sh

The terminal gave back an error saying "/bin/sh: Can't open ./gog_the_bard_s_tale_2.0.0.2.sh".

After a bit of googling, I tried the following:

bash gog_the_bard_s_tale_2.0.0.2.sh

And it worked. Not sure why the usual ./ execution syntax didn't work, but hopefully this helps someone.

32-bit Xubuntu, perhaps? Then that would be the 32-bit DASH bug. Workaround is to run it with something other than DASH (like you did). Any sh installer large enough will trigger this bug.

Yes, 32-bit. Old laptop. :) Thanks for the info.

It's because it's not executable.

Try right clicking it, going to properties and setting it to be able to execute.

If that doesn't work then try the following:
chmod +x gog_the_bard_s_tale_2.0.0.2.sh
./gog_the_bard_s_tale_2.0.0.2.sh

Oops I missed that, sorry.