Though you can start writing and testing your own programs once you have installed Python, we would strongly recommend that you investigate installing a Python IDE (integrated Development Environment). There are several free Python IDEs available, but if you are not sure which one to choose from, we shall recommend PyScripter which is a free, open-source IDE. It will make it a lot easier to type your code (Syntax highlighting and checking as you type, indentation options…) and mainly to troubleshoot and debug your code using the built-in debugging tools (breakpoints, variables windows…).
You can download PyScripter for free:
https://code.google.com/p/pyscripter/