To start CASA, type:
This will run a script to initialize CASA, setting paths appropriately. It will also start writing to a file called ipython.log, which will contain a record of all the text you enter at the CASA prompt.
A logger window will also appear; note that you can rescale this window or change the font size as desired (the latter is under "View"). The messages which are printed to the logger are also saved to a file called casalog.py, and any previous version of casalog.py which may have been present is moved to a backup version with a date stamp. Note that this does not happen for any previous versions of ipython.log, so if you wish to save one, be sure to rename it before restarting CASA.