Question: I'm a computer science student. Currently we are learning the Ada programming language. The compilation is very straightforward for now: `gnatmake source.adb` so I don't have any idea of what gnatmake actually does or is (script? binary? something else?). Anyway, I was wondering in what language the compiler itself (also the parser, if written in a different language) was coded?

Answer: 
gnatmake is just a tool written in Ada. It acts like make. The compiler itself is GNAT, which is written in Ada, too. It is part of GCC, which is written in lots of languages.
To answer the part of the question "What is it?" and asuming you are on a unix/linux type system: 

```
$ which gnatmake
/usr/bin/gnatmake
$ file /usr/bin/gnatmake
/usr/bin/gnatmake: ELF 64-bit LSB executable, x86-64, version 1 (SYSV), dynamically linked (uses shared libs), for GNU/Linux 2.6.15, stripped

```

... so it is a binary :)