You're about to write your first line of code, so it's time to download a code editor!
There are a lot of different editors and it largely boils down to personal preference. Most Python programmers use complex but extremely powerful IDEs (Integrated Development Environments), such as PyCharm. As a beginner, however - that's probably less suitable; our recommendations are equally powerful, but a lot more simple.
Our suggestions are below, but feel free to ask your coach what their preference is - it'll be easier to get help from them.
Gedit is an open-source, free editor, available for all operating systems.
Sublime Text is a very popular editor with a free evaluation period. It's easy to install and use, and available for all operating systems.
Atom is an extremely new code editor created by GitHub. It's free, open-source, easy to install and easy to use, but is only available as a prebuilt program on Windows and OS X at the moment. It'll be available prebuilt for Linux in the future.