Follow these steps to install the "Core":
Run the Quickstart to get underway quickly.
Then you can play with the tools as you go and run examples from this Guide and others in the guide collection. I use virtual environments to isolate the software installations from your system system so it "should" not affect your core machine.
Once you are setup, I've developed a series of accompanying notebooks, with sample data, to learn data science (more upcoming).
For more information: