Lawrence,
It depends on what you want to do. Anaconda is a python distribution intended for data science and machine learning, so if you want to work on machine learning, it provides an easy way to install all the required packages for that. You can use any python distribution with org-mode, you just have to tell org-babel the path to the python interpreter you want to use.
I would suggest that you pick a project, an application you want to make, and start from there. I am currently making an application using python and org-mode, which consists of a single org document and has ~170 python source blocks. It is a simple podcast database, I am just doing it to try the literary programming style in python. You can check it out
here, the only problem is that the document is in spanish, my native language.
In this application I have leveraged python's import feature, so that I write small functions (each in their corresponding source code block) which I tangle into files and import from other blocks. This allows the document to have a logical structure as a document, with sections for each module, and also being able to call any block from any other.
If you have any doubts or need help starting out, don't hesitate to contact me, I would be happy to help you.
Martín