The other day a friend of mine who's interested in learning to program asked me for some advice on how best to approach the Ruby language. After thinking for a few minutes I remembered coming across a great tutorial by Edge Case called Ruby Koans that walks you through all of the core language features, syntax, libraries, and test-driven development.
I downloaded the koans to his home directory on my development server, explained how it works and then had him give it a shot. He's progressing well and has already learned most of the core language syntax. I myself have completed the koans in order to evaluate their efficacy and I'm thoroughly impressed. This should be the first step for learning a new language.
Luckily many people have found the koans useful and have ported them to their favorite language; Python is no exception.
Download Python Koans