I'll throw basic things I learn along the way on here.
A good starting point is using your command line. I use iTerm2 for my terminal instead of the default Terminal installation.
To get up and running in your terminal, you might start using Homebrew. It'll install programs you will want/need easily, and keep them up to date. Lots of tools you need have installation instructions that says
brew install wget
Which means, in your terminal, type
brew wget and Homebrew will install the application, all dependencies, and will keep it up to date.
How do you install Homebrew? Per their instructions, copy-paste the following to your terminal:
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)
So, your first program to download can be iTerm2. Once brew is installed, type this into your terminal:
brew install iterm2
And you've got it installed!