The Raspberry Pi Pico and Pico 2 have revolutionized microcontroller design since their introduction. Inexpensive and powerful, they are a natural use for a variety of projects. They can be programmed in different languages to suit the designer.

If you're looking to program your Pico in CircuitPython. check out this guide by Adafruit:

If you wish to use Arduino, that can be done also. But it is suggested you follow this guide. Why?

Back in 2021, when the first Raspberry Pi Pico boards arrived, Arduino provided support through a version of their software coupled with mbed, a real-time operating system. While most other Arduino boards run the Arduino compiled code "bare metal" (without need of an operating system), the Arduino development environment (IDE) used mbed, adding a layer of complexity to programming.

Earle F. Philhower, III designed software which places Arduino compiled code onto Raspberry Pi Pico boards without mbed. This "core" provides a programming paradigm like previous boards designers may have used.

This guide provides information on using the Philhower core to make your Arduino programs.

Parts

Note the Pico and Pico 2 have a USB micro B connector, not USB-C like many other boards. If you need to, be sure to get a good USB data+power cable (not the tiny ones that come with power banks, they're power only).