Python is an object-oriented programming language that needs to be compiled to run. But don't worry if you don't know what that means - it is relatively easy to learn due to it being designed to be readable and using a structured syntax. It can also be integrated with other programming languages and has toolkits that can help you do more in less development time.
You can download Python for free and run it in the command line/terminal. There are many tools to make Python easier to use or more powerful, including many integrated development environments (IDE), but one such environment, IDLE, is often included upon installation.