To run Python programs, you need a “Python interpreter.” Fortunately, Python interpreters are freely available for almost every machine in existence. Visit http://www.python.org1 to download a Python interpreter for your computer. Make sure that you get a Python 3 interpreter. Install it. After the installation finishes, in principle you are ready to write and run Python programs.
It does not matter which operating system you use, whether it is Windows, Mac OS X, Linux, or something else: you write the same code for every machine. You can even take a program that you wrote on one machine and copy it to another, which may have a different operating system, and it will probably still run as intended (unless the program has some system-specific content, but I will get to that in a much later chapter).
Some Python courses use an online system in which students write Python code. That is a possible approach, but it has three disadvantages:
there are free systems which are very limited and therefore less useful;
there are paid systems which cost money and also have you deal with some peculiarities (as they run in a browser);
at some point you will have to run Python on your own computer anyway, so why not start with it?
That said, if you prefer to start with an online system and only move towards a locally installed version of Python in a later chapter, that is certainly possible.