Golden rule: Just try things and Google it if you get stuck!
Use anaconda to begin with.
On Windows use the git console. On Mac/Linux use the Terminal program.
To run ipython open up a console and run this command
ipython qtconsole
IPython qtconsole is an interactive shell for python just like the R Gui that adds some additional functionality for interactive analsis. Here is a good tutorial for ipython.
http://docs.python.org/2/tutorial/introduction.html
import pandas as pd
df = pd.read_csv('http://bechtel.colorado.edu/~bracken/sample_data.csv')
run my_script.py
These are all the tools you will need to get started. Refer to the Golden Rule and have fun!