The Python interactive interpreter
The Python interactive interpreter make it easy to try your first steps in programming and all Python commands. You just issue any command at the command prompt (>>>) one by one and the answer is immediate.
Starting the interactive interpreter in Windows
In Windows click Start -> Programs -> Python -> Python (command line)

This is the Python interactive interpreter prompt in Windows:
Python 2.4.2 (#67, Sep 28 2005, 12:41:11) [MSC v.1310 32 bit (Intel)] on win32 Type "help", "copyright", "credits" or "license" for more information. >>>
To close the interactive interpreter type Ctrl-Z and then Enter
Starting the interactive interpreter in Linux
In Linux open a shell and type python (must be lower case)
$ python
This is the Python interactive interpreter prompt in Linux:
Python 2.4.1 (#1, May 16 2005, 15:19:29) [GCC 4.0.0 20050512 (Red Hat 4.0.0-5)] on linux2 Type "help", "copyright", "credits" or "license" for more information. >>>
To close the Python interactive interpreter in Linux type Ctrl-D