On the one hand I see that many optimization sites give advise to put scripts into footer, but in Worpdress codex it looks like I must put it into header...so where should I put scripts: in header.php or in footer.php?
That depends upon the script.
so there is no stupid rule like all put in footer or header?
Not that I know of. For example if it's an analytics script, it can go in the footer. A script that's used to process page content would probably be better placed in the header using wp_enqueue_script.
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