When I first started reading about Python, all of the tutorials have you use Python's Interactive Mode. It is difficult to save, write long programs, or edit your existing lines (for me at least). It seems like a far more difficult way of writing Python code than opening up a code.py file and running the interpreter on that file.
python code.py
I am coming from a Java background, so I have ingrained expectations of writing and compiling files for programs. I also know that a feature would not be so prominent in Python documentation if it were not somehow useful. So what am I missing?