These two lectures give an introduction to scalar stochastic ordinary differential equations. During the first lecture, we introduce Brownian motion and its general properties, and also give a general overview of the main questions of stochastic integration. The second lecture is more theoretical in nature and introduces the stochastic Ito integral, its basic properties including the Ito formula, stochastic ordinary differential equations, as well as examples such as the Ornstein-Uhlenbeck process.