First you will need to get an IDE. I would check it out here
also a good place for help with python is http://python-forum.org/py/index.php.
And if you're looking for some tuts, here are a few.
http://www.diveintopython.org/ (I found very useful when I was learning).
http://coolnamehere.com/geekery/python/pythontut.html (this covers the setup of python and very basics)
http://www.sthurlow.com/python/ (covers same as above, but goes a little farther).
http://www.pygame.org/news.html (a library to help you with game dev after you got basics down)


Hope I helped you out and good luck,

Joe

Wingware 101 is a pretty good IDE also, but any text editor that does syntax highlighting, combined with the command prompt is all you need.

To start off with I'd go to http://docs.python.org/tut/.
Then, once you've got the basics of the language down, check out pygame, when you're ready to start trying to make a game.

If you're looking for a book, I can't be of much help to you, although if Deitel & Deitel makes a Python book, I'd get that. I found their C++ and Java books to be excellent, with many examples, excerises, etc. They are thick and heavy as hell though, and not cheap, although maybe you could get a used one on Amazon or BN for less.

Python Resources.