Python is free, available on virtually any platforms and operating systems, the language syntax is consider as relatively easy to learn, documentation, tutorials and examples are comprehensive, and finally, Python seems to conquer much ground across all fields of scientific and general computing. If you are completely new to both programming and Python, you may visit python.org and take a look at Python for beginners
The official implementation of Python is found at https://www.python.org/downloads/. However, you will need several added packages for this course, such as numpy and matplotlib, a process that needs a little bit of work.
If you do not have any particular skills, or interest in maintaining your custom Python implementation, a great way to get all you need running on your computer is to download and install Anaconda. It is free, and works on Windows, Mac OS, and Linux. When you install Anaconda, you get Spyder (a Matlab-looking interface) as well as the the Jupyter Notebook interface, hundreds of other packages, and the Anaconda Navigator for maintaining everything. Download Anaconda.