It depends on what kind of applications you want to develop. If you want to develop usin the native Blackberry platform then you will have to download their software development kit and learn how it works. Furthermore you'll have to download any other tools that they require for native application development, see here. However, there's also other types of devleopment that the Blackberry platform allows such as HTML5, Adobe Air, or Runtime for Android port. You can see them all on this page.
