Python is a programming language that runs on a wide range of computer platforms.
There are a lot of instructions available about installing and using Python that I will not repeat here. Although it is becoming less of an issue now, be aware that Python 3 should be your version of choice if you are unsure. Some cases require Python 2 and there are a lot of guides which can cause beginners confusion because the syntax is slightly different in places. On this site, the activities use Python 3.
There is a variety of content on this website tagged with Python for you to use or you can try these Simple Python Challenges.