To start, open the console window.
To install Python 3:
sudo apt-get update sudo apt-get -y install python3.3
To install IDLE:
sudo apt-get install idle3
Keep in mind that you can also open a terminal window and just type python to be thrown into the python console. Maybe Python 3 should be forced using python3 if apt decided not to overwrite your system by default 2.7.5.
There are other environments like IDLE that can be much nicer to use. One such example is a plugin for a Sublime Text text editor called SublimeREPL (A REPL is Read Evaluate Print Loop is essentially a python interactive hint). These REPLs are available for many interpreted languages ββand can be very convenient if you write code.
Here's what it looks like when installing my OS:

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