The modern method of constructing an interior wall is kind of amazing, when you think about it. Drywall is gypsum plaster sandwiched between two layers of paper, and it's what most of the walls you encounter every day are made out of. Drywall (often referred to by one of it's brand names, Sheetrock), is incredible. It's strong, it's (relatively light), easy to cut to almost any shape or size, and easy to put up. It simplifies the process of building a wall.
Hanging drywall is definitely one of those DIY jobs I recommend everyone tackle at one point or another (mudding drywall is a different story). Hanging drywall yourself (with the proper tools), isn't very hard, and can save you a bunch of money. But one thing's for sure, you'll go through a lot of screws. Like, thousands and thousands of screws. To drive those screws, you definitely want to use a drywall screw gun.