Also make sure to use the correct version of Python, depending on what resource you're learning from, as there are some differences that may cause some slight problems.
For example, in Python 2.7, a print statement can look like
print "Hello, world"
or
print("Hello, world!")
Whereas in python 3.4, only the latter is valid, as the former would raise a SyntaxError.
A pretty basic example, but I imagine it's one that might trip up a complete beginner.