I normally use OSX on my desktop, but I use Linux for Python because that's how it will get deployed. Specifically, I use Ubuntu Desktop in a virtual machine to develop Python applications and I use Ubuntu on the server to deploy them. This means that my understanding of library and module requirements/dependencies are 100% transferrable to the server when I'm ready to deploy the application.
If I used OSX (or Windows) to develop Python apps I would have to deal with two different methods of handling requirements and dependencies --- it's just too much work.
My suggestion: use VMWare Player (it's free) and find a Ubuntu VM to start learning. It's not too complicated and is actually quite fun.