Start from here ---
First to download the Android SDK from here http://developer.android.com/sdk/index.html .
Choose the suitable one depends on your OS.
Before installing the Android SDK,the JAVA JDK should be installed. You can download the JDK here. http://www.oracle.com/technetwork/java/javase/downloads/index.html.
Then,let's download the coding environment software package. Download Eclipse as our editor. http://www.eclipse.org/downloads/