How do I get set up to play with C# ?

On linux, install "mono". This is C# circa 4.0 or so, but it does work and it is available "out of the box" from most distro package sets.

On linux, install "dotnet". It is possible to use it from the command line. That is my preferred method -- now -- but it took some learning as few go that way. Amazingly using Fedora, I get the latest .NET 8 and C# 12.

On linux, install Visual Studio Code, and then the extensions for C# and use Visual Studio Code (there is a decent Vim plugin). This is probably what most people on linux should do.

On windows, do the exact same thing, install Visual Studio Code and the extensions for C#. I am told that many developers on Windows like using "VS Code", even with actual Visual Studio available.

On windows, install Visual Studio Community edition. This is free, but only available for windows. Of course maybe you work someplace that is paying the yearly license fee for Visual studio professional or enterprise, but if so I don't know what you are doing here reading my tutorial. Visual Studio is a full blown IDE, which has never been my style anyway, so I'm entirely content not having it.