A small and affordable computer that you can use to learn programming
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Micro Sd card will be needed with capacity >= 8 Gb (for installation without GUI 4Gb card can be used)
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Download latest raspbian os (debian based os for raspberry devices)
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Examine these instructions windows setup, linux setup, headless-setup, remote vnc, wifi.
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For GPIO interface communication wiring Pi should be installed This will allow you to communicate with GPIO pins directly via board CLI.
For example:
# prints pin diagram appropriate to your Pi gpio readall
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install rpi.gpio module to communicate with GPIO pins from Python scripts
sudo apt-get update sudo apt-get -y install python-rpi.gpio # sudo apt-get -y install python3-rpi.gpio # for Python3
Protect your device and to avoid situations when it can be used without your permission.
Read this guide to understand how to impove rasberry Pi security.