Mac
Steps here are specific to Mac, don't forget to check the general initial setup as well!
Python
Mac ships with Python!
...but its Python 2.7...
So it's very important that you _do not use your system Python to write code, since everything we'll be writing will be Python 3!
The guide 'Installing Python 3 on Mac OS X' over in the 'The Hitchhiker's Guide to Python' is great.
Terminal
Mac is also ships with a terminal, for our use cases, the built in one is indeed fine.
If you're feeling fancy, give something like iTerm2 a chance.
If you're feeling dangerous, try a hit of Alacritty or Kitty.