If you are just beginning there is no need to install anything. Every Python installation includes IDLE, a simple grafical interface with many basic funtionalities including debugging, colorizing, auto-indentation, etc. Not as good as Pyscripter, but is already installed. I personally don't like Pythonwin. Just a thing, if using an external IDE, remember putting an "import arcpy" line at the start of every script you write. If you are able to install Pyscripter set up the options to read arcpy help and perform code completion with it. Just add arcpy to the special packages line under code completion in IDE options. The Traceback shows you the line of your code where an error occurred, and which kind of error it is. It should be more than enough in the beginning, forget about try/exception and others until you are writing your own scripts.
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