The amount you invest in learning to use an editor under Linux depends on how much time you plan to spend there. The options are:
pico - a simple, bare bones editor
emacs - a comprehensive editor with many features for support of program development
vi - comparable in power to emacs, but with a very different editing design and approach
If you want to keep it simple, use pico. If you plan to do a lot, invest time in learning emacs or vi. Facility with a Linux editor becomes more important as your move toward use of batch programming, which involves submission of statistical jobs to run in the background. If you prefer to work interactively in SAS or Stata, you may find the builtin editors of these packages suffice for most needs.
For occasional editing the pico editor provides simple features and an interface with basic edit operations represented in a help bar at the bottom of the editor window. Pico uses Control characters or Function keys for edit operations. Because pico is the builtin editor used in the Pine email program, some will have familiarity with it.
Emacs is a rich and powerful editor. However basic use is straightforward, which allows quick productivity and learning of advanced features as needed. Graphical mode is accessible and intuitive. The mouse and menu-driven features have keystroke equivalents. As these are learned, speed of editing increases significantly. Many advanced features are keystroke driven only. For a brief tutorial see the Emacs Guide.
Unless you come from a programming or sysadmin background that has given prior exposure, vi probably is not the editor of choice. However vi is the most commonly found editor on Linux, Unix and Mac systems and does have a wide and enthusiastic following.