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Python vs. Java: Getting Started
The first thing to do before programming in Python and/or Java is to get the language on your computer. This includes getting the interpreter (these are interpreted languages) on your machine. If you have Linux (e.g., Ubuntu), the tools for programming in both languages probably come with your system. If you have Windows (or a super, super barebones Linux), you probably don't. You will have to download some files.
To run Java programs (regardless of whether or not you want to code in them), you need the Java Runtime Environment (JRE). You may have noticed a request to install this when you first started using Windows and went browsing. Quite a few web sites use Java plugins. To develop code in Java, you best get the Java Development Kit (JDK). It comes with all the tools you need to code in Java - most importantly, the compiler and loader. You can get the JDK bundled with other tools as well, including an Integrated Development Environment (IDE) called NetBeans from the Oracle Java SE web site.
The IDE is important for Java for practical reasons. Java code, as mentioned in a previous article, is very verbose and can get long very fast. The IDE helps organize code (enforcing some conventions and providing auto-formatting features) and helps reduce the code to type with auto-completion. A downside with a lot of IDEs is that it usually takes up a lot of computer resources to run (particularly noticeable on less powerful machines).
Note that there are other great IDEs out there. I prefer Eclipse because of its huge developer community, [relatively] smaller size and resource footprint, and ability to handle other programming languages (including Perl, Groovy, and of course, Python). It is also free. Other good tools include JetBrains IntelliJ and Xinox JCreator. These have free (light) and paid (full) versions. You can find a more detailed listing in this HubPages article.
To run Python programs, you will need the interpreter, which you can download from the Python site. There are several versions of Python. As of this writing, Python 2.7 is the latest widely used version (Python 3 is available but isn't quite totally adopted yet). The downloads also come in pre-built packages for different operating systems. These packages also come with a very useful IDE called IDLE. It is a lightweight (not resource intensive) and fast editor. Other popular include WingWare, ActiveState Komodo, JetBrains PyCharm, and of course, Eclipse.
So from my experience, here's what you need in a nutshell for Java and Python on Windows 7 (and XP).
Python: Download the Python Version 2.7 Windows Installer. Done (I'm fine using just IDLE. Eclipse if I go nuts).