You're about to create your first file of code, so it's time to download a code editor!
There is a lot of different ones and it really depends on your needs. Most Python programmers use complex, but super powerful IDEs (Integrated Development Environment), like PyCharm. But for you, as a beginner, we're recommending something simple, yet powerful.
Our suggestions are below, but feel free to ask your coach what is their preference, as 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 (you can use it for free as long as you need, but it'd be good to buy a license some day :)). It's easy to install and use, available for all operating systems.
Atom is rather new code editor created by Github. It's free, open-sourced, easy to install and use editor, but available only for Mac OS X for now. It'll be available for other systems in the future.