AutoIt scripts are simple text files that you can edit with notepad.exe. However there are many free or shareware editors that are much better for writing scripts and many feature syntax highlighting so that AutoIt keywords and functions stand out making scripting much easier and less prone to mistakes.
The current editor used by the majority of AutoIt users is SciTe, the AutoIt development team has created a custom version of SciTe with full syntax highlighting that also integrates various third-party AutoIt tools (like syntax checking and script tidying). The AutoIt version of SciTe can be found at http://www.autoitscript.com/autoit3/scite/
Some other recommended editors are:
There are frequent arguments on the forums over which is the best. :)
AutoIt comes supplied with some pre-written syntax files for many editors and they can be found in the Extra installation directory (there is a link under Start Menu / AutoIt v3 / Extra).