Where do I write code? codechef.com/ide (or, install a language on your computer). If you don't know which language to start with, choose Python 3.5+ (or whatever they're up to now).
What should I write? If you like maths problems, go for https://projecteuler.net/problem=1. If you like secrets, try the matasano challenge. If you would like to make games, try gamefroot.com.