I second the micro-framework approach to start. I've used a bit of web.py (http://webpy.org/), and on their front page they show their "Hello, world" app. Install web.py, copy the code, run it, and then fire up your browser and point it to localhost:8080. Boom. I'm guessing the other micro-frameworks have something very similar. Choosing which one is up to you!
I recommend starting out with templating all of your code, because if you do wind up switching to a different framework, you'll regret having your HTML/CSS/JS in with your python code.
I recommend starting out with templating all of your code, because if you do wind up switching to a different framework, you'll regret having your HTML/CSS/JS in with your python code.