After you have created your first project and configured the default Python interpreter you should close the Welcome tab.
You will then be presented with a screen similar to this one:
To create your first script you first need to create a .py file.
Right click the src folder and select New -> File.
When naming your file avoid using the word test, since it may cause conflicts with the builtin test module.
Once you have created your file a window will appear asking for your PyDev preferences. Since we are developing simple scripts we can leave it as is and press OK.
The new .py file will be opened on the right side. Type the following code and then press the green button on the top that has a Play icon. Alternative you can press F9 to run your script.
print("Hello World")
A window will appear asking how do you want to run the script, select Python Run.
Another window will appear asking to save your file before running, check the box that says Always save resources before launching and press OK.
The script will now run and you will see the output of the print statement at the bottom of the screen.
Congratulations! Now you are all set to run any Python 3 script.