I got it, I thought it is something to make a automatic generation of primary key name in new  tables. and then I forget to remove it.
Thank you for your response. I really appreciate it.

I tried to run it using HSQLDB 2.3.2, it is running on Network mode. my client is Netbeans 8.1 , when tried to run script I got Following error,

Executed successfully in 0.002 s, 0 rows affected.
Line 13, column 1


Error code -5504, SQL state 42504: object name already exists: ID in statement [CREATE TABLE Comments (
Id bigint GENERATED ALWAYS AS IDENTITY NOT NULL CONSTRAINT Comments_Id,
EntityId bigint NULL,
EntityType varchar(100) NOT NULL,
Subject varchar(200) NOT NULL,
Text varchar(2000) NOT NULL,
CreationDate timestamp NOT NULL,
UserName varchar(200) NOT NULL,
CONSTRAINT Id PRIMARY KEY (Id)
)]
Line 19, column 1


Error code -5504, SQL state 42504: object name already exists: ID in statement [CREATE TABLE Objective (
Id bigint NOT NULL,
Name varchar(100) NOT NULL,
CreationDate timestamp NOT NULL,
Status varchar(50) NOT NULL,
CONSTRAINT Id PRIMARY KEY (Id)
)]
Line 31, column 1


Error code -5504, SQL state 42504: object name already exists: ID in statement [CREATE TABLE ObjectiveTasks (
Id bigint GENERATED ALWAYS AS IDENTITY NOT NULL,
ObjectiveId bigint NOT NULL,
TaskGroupId bigint NOT NULL,
CONSTRAINT Id PRIMARY KEY (Id)
)]
Line 40, column 1


Error code -5504, SQL state 42504: object name already exists: ID in statement [CREATE TABLE Tag (
Id bigint GENERATED ALWAYS AS IDENTITY NOT NULL,
Name varchar(50) NOT NULL,
EntityType varchar(50) NOT NULL,
EntityId bigint NOT NULL,
CONSTRAINT Id PRIMARY KEY (Id)
)]
Line 48, column 1


Error code -5581, SQL state 42581: unexpected token: DEFAULT : line: 15
Line 57, column 1


Error code -5504, SQL state 42504: object name already exists: ID in statement [CREATE TABLE TaskGroup (
Id bigint GENERATED ALWAYS AS IDENTITY NOT NULL,
Name varchar(100) NOT NULL,
CONSTRAINT Id PRIMARY KEY (Id)
)]
Line 76, column 1


Error code -5504, SQL state 42504: object name already exists: ID in statement [CREATE TABLE TaskOrder (
Id bigint GENERATED ALWAYS AS IDENTITY NOT NULL,
PreviousTaskId bigint NULL,
NextPreviousId bigint NULL,
currentTaskId bigint NOT NULL,
CONSTRAINT Id PRIMARY KEY (Id)
)]
Line 83, column 1


Executed successfully in 0.002 s, 0 rows affected.
Line 92, column 1


Error code -5501, SQL state 42501: user lacks privilege or object not found: PUBLIC.OBJECTIVETASKS
Line 109, column 1


Error code -5501, SQL state 42501: user lacks privilege or object not found: PUBLIC.OBJECTIVETASKS
Line 117, column 1


Error code -5501, SQL state 42501: user lacks privilege or object not found: PUBLIC.TASKORDER
Line 125, column 1


Error code -5501, SQL state 42501: user lacks privilege or object not found: PUBLIC.TASK
Line 133, column 1


Error code -5501, SQL state 42501: user lacks privilege or object not found: PUBLIC.TASK
Line 141, column 1


Error code -5501, SQL state 42501: user lacks privilege or object not found: PUBLIC.TASK
Line 149, column 1


Execution finished after 0.004 s, 13 error(s) occurred.