Well, for one it's Python, not Pyton.
Secondly, the tutorials at thenewboston.com do a better job of explaining all these questions than most anyone on here could. It has Python and Java tutorials.
I can give a quick answer to most of these though, but the tutorials at the link above will help you a lot.
1/2. When you write code, you write it in an editor. IDEs and text editors are both editors. IDEs give more features for the cost of performance (they can be very resource-intensive), and text editors are more basic, are harder to use, but give you a better overall understanding of how to code without help.
Personally I use an IDE instead of a text editor for Java and Python. An IDE suggests code for you, auto-indents your code etc. Since Java's so large, it's almost impossible to remember where everything is, and an IDE will help you with that.
For Java, I use Eclipse as my IDE, and for Python I use the one that comes with Python when you install it, IDLE.
3. Yes, it's good to use separate IDEs. It's cleaner, and generally if you have an IDE focused on one programming language it'll have more features tailored to that language, instead of a general IDE trying to do everything and not quite getting it as good as a language-specific one.
4. GUI is a Graphical User Interface. At first you'll just be coding command line programs, but as you get more advanced you'll get to building more fancy interfaces.
Look up command prompt. That is a CUI, or command user interface. Most other programs you use will use a GUI, like Chrome, Skype, Windows Explorer etc.
The distinction becomes more clear as you move along in programming, trust me.
5. The programming language itself (you have to download Python and Java themselves), as well as the IDEs of your choice. The tutorials above, should you use them, will help you through installing all this stuff.
6. You'll mostly only use the JDK at first. It stands for Java Development Kit, and includes the components of Java required for you to write your own programs. Most people have what's called the JRE, the Java Runtime Environment, which can only run programs that other people have already written.