Having scruples is kind of like having a conscience: your morals or scruples cause you to act in ways you think are right.
The idea of scruples has to do with ethics and morality: what is right and wrong. If you had no scruples at all, you'd just kill, steal, cheat, and do God knows what else. Scruples are a kind of moral compass that lets you know what's right. Often people use this word in an outraged way when someone does something bad: "Don't you have any scruples?" Liars, thieves, criminals, and politicians have fewer scruples than the rest of us.