Check if your development environment is working. Refer to the documentation of the different software projects, if something not working as exspected.
Get familar with the command line - especially if you are developing on a Windows system. It is crucial to master the command line, we will make extensive use of it in the rest of the book. If you are frustrated with the command line on Windows systems, maybe Cygwin is for you. It gives you a Unix-like development feeling with a command line under Windows, where you can easily install Python and Mercurial (gedit and Firefox should still be installed the normal way). A lot of web developers use it.