Slime running on the Emacs of your choice would be a good start - as a Lisp implementation I would recommend SBCL, which is free and has an amazing compiler compiling to native code.
Alternatively, you could try the free version of Lispworks.
Not consensus, but here's a counterpoint to all the folks implying "spend a year learning emacs". I made a failed run on "Practical Common Lisp" twice because I also tried to learn emacs at the same time, partially because of commment threads like this. I eventually went with Atom (my normal text editor) and atom-slime, and had a happy experience.
Maybe you would be shunned if you showed up at a professional CL shop for using such a setup, but if you are just wanting to try out CL for personal learning don't let emacs stop you.
If you don't want the additional learning curve of Emacs and Slime, the author recommends just using sbcl and rlwrap (which makes programming in a terminal nicer).