May I suggest you download this book -- Learn Python the Hard Way? It's got instructions in the very first bit about getting a decent, free text editor installed. TextEdit that comes with the Mac leaves quite a bit to be desired, and though I haven't personally checked out GEdit, I'm sure it's a step up. Of course if you think you might want to get serious about this, or if you get serious about this down the line, may I suggest dropping $60 on TextMate? I know it's kind of a lot of money, but if you get into this stuff, it's worth it.
May I also suggest that you go through the first few exercises? It's fun to make your computer do things, however rudimentary, and doing them in the babystep fashion that this has you do eases you into programming geekery like the command line. It trains your fingers, it trains your eyes. It's like that part in Rocky 4 where he goes to Siberia to toughen up against Drago.
Back soon. Cheers.