Ethereum tutorials all advise downloading the Mist wallet and beginning dev. The only problem is that the testnet and real blockchain are huge and take hours to download. What follows is a recipe for quickly setting up a small blockchain and pre-mining it with some test ethereum
The following is done in Linux but will work in MacOS and should have equivalent command line options in Windows. Where I don't give detailed instructions, it's because a quick google search will fill in the blanks.
Install geth https://github.com/ethereum/go-ethereum/wiki/geth
install Mist https://github.com/ethereum/mist/releases