Lua isn't compiled, so it's really whatever you want (even Notepad). I'd recommend something with syntax highlighting, especially if you're new.
Personally, I use IntelliJ Idea (free community version works) with the Lua plugin. It gives you a fair amount of analysis, plus makes it easier if you want to use version control.
Check the ESOUI
wiki for tutorials and guides. There are several guides both for getting started and for particular features.