While you can create LaTeX documents using any editor and compiling using the console, there exist several plugins for widely used editors to simplify creating LaTeX documents, and there are specialized LaTeX editors. An exhaustive list of LaTeX editors is available on TeX.SE (the StackExchange site, dedicated to TeX, LaTeX & Friends).
The most widely used editors, according to this list, are:
While experienced users of Emacs or Vim may want to stick to their editor (whose plugins provide a host of functionality unavailable elsewhere), a specialized IDE might be easier to install/use for beginners. The last three on the list have a preview function where one can see the results of the compilation of the document.