This is a stupid question, because either I am a stupid person, or Python is a stupid language, and I'm going to go back and learn Java again.
Python can be hard to grasp, as it is a very feature rich language. It is honestly harder to learn and use than Java, as it is much harder to actually make full use of python. Also, you can much easier code yourself into a corner because it does not enforce any particular coding style. So, by all means, if you find python too hard, go learn Java. Java is also a wonderful language for developing stuff.
How do I start programming in Python? Where do I go to write, edit, and save a program/script/file/etc.? Or is that not how I use Python?
You can do it in two ways really. But they are kinda intertwined for any serious development setting. Either you start the python shell, and program away. Or you create a text file with the .py file ending, and make python run it. If you have a python file called main.py, you run it by opening a terminal, and typing in "python" and the path to main.py and press enter. Like this:
python main.py
If you are using windows, you can press the windows key, type in cmd, enter and write "python" in the command line. This starts the shell, if you have python installed. Here you can type out any valid python program if you like. Or just fool around with what is the most advanced command line calculator thingy you will ever use. I often use this to explore python while I program.
Edit: I'm using 3.3.2, and running Windows Vista(probably) or 7(less likely). (I've never cared enough to remember or look.)
Eeh.. seriously? Are you sure you are actually using a computer? You might be using a toaster for all you know, as you don't seem to care about pretty basic things..