First, download and install R from https://cran.r-project.org/.
Second, download and install RStudio Desktop (Open Source License) from https://www.rstudio.com/products/rstudio/download/ (scroll down the web page to see download links).
R is a high-level programming language and environment for statistical computing. RStudio is a very useful and commonly used development interface built on top of R. Both are free. Both are available on Windows, Mac OS X, and Ubuntu. This tutorial uses R v3.4.2 and RStudio Desktop v1.1.383, but you can use more recent versions if available.
If you are having trouble with installation, try to Google the errors you are getting - very likely someone had similar issues to yours and there is a solution online. If you are still having trouble, reach out to the creators of the software.
After installation, both R and RStudio will be available in your installation directory. However, you do not need to use R directly yourself, RStudio uses it on your behalf, and you only directly interact with RStudio.
Now, proceed and launch RStudio.
Once you have launched RStudio, you will see the following interface.