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A procedural language is a programming language in which everything is processed in the order it appears to the computer. In contrast, an object-oriented language is a language in which everything is processed depending on what happens in the program -- user input, errors, or other events.
The programming style you're probably used to, procedural languages execute a sequence of statements that lead to a result. In essence, a procedural language expresses the procedure to be followed to solve a problem.