Coding for Applied Linear Algebra Course

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This is totally embarrassing but I have never coded, much less programmed, anything in my life and suddenly my applied linear algebra course requires us to write a code for a project.

The project has us write a code that will calculate the value of a given definite integral. Sounds simple enough, but honestly I have no idea where to begin.

I should mention that I'm a 4th-year graduate student in mathematics taking this course to meet the higher-level course requirement for my degree. My emphasis has been in analysis so I have a pretty firm grasp on linear algebra, calculus, and real/complex analysis concepts, all of which I assume will aid in this endeavor. I completely lack the experience to code, however.

Where do I start? What language is easiest to learn; I've heard Python and R but am looking for recommendations?

Also, what is meant by "mesh size"? We are to choose our own mesh size and method of numerical integration.

Any advice is greatly appreciated, thank you!