The best editor to get started with would be SciTE4AutoHotkey
http://fincs.ahk4.net/scite4ahk/
SciTE4AutoHotkey is a lightweight and easy to use SciTE-based AutoHotkey script editor. It provides:
Syntax highlighting
Calltips (also known as IntelliSense)
AutoComplete
AutoIndent
AutoHotkey help integration
Abbreviations
Editing macros
Interactive debugging
Tools for AutoHotkey scripting
Powerful extension mechanisms
To search for different types of scripts that you could use...
Go to the Sticky: Catalogue of scripts and Rosetta Code challenges at the Scripts & Functions section of the AutoHotkey forum.