The simplest way to start out with X10 is by using X10DT and Managed X10 (X10 compiled to Java). X10DT is an integrated development environment based on Eclipse and gives you an X10-aware editor, and integrated compile/execute/debug capabilities. You can download X10 with X10DT as a single zip file that contains everything you need to write, compile, and run your first X10 program on your laptop/desktop. The X10 distribution also includes a set of small sample X10 programs to get you started using the language.
If a binary distribution is not available for your system, or if you would like to use some of the extended features of X10 (such as running on top of MPI, or compiling X10 programs to execute on GPGPUs), then you will need to build X10 from source.
Once you have X10 or X10DT installed, there are a variety of resources available to you on this site including the language specification, tutorials and performance tuning tips to help you become productive in using X10.