What does this mean, when the father says: "Perhaps the trouble is there's no script there with us in it?"
This statement of the father in the first half of the play is a part of his self-explanation. It contains the central thematic problematic of Pirandello's play where the meta-theatrical mode becomes his way of critiquing dramatic realism.
The six people (a family of sorts) led by the paternal patriarch declare that they are six characters who have been abandoned midway by their author and now they are suspended somewhere between the worlds of artistic fantasy and reality. They have come to the rehearsing theatre company to stage their play. The father says that there is no text to which they belong as the author has left it unfinished. They want to externalize the drama inside them as characters freed from a script.
This trope thus blurs the reality-representation divide.