Question: Excuse me if I'm not descriptive enough, as I do not have much of a background when it comes to these things:

How would I go about coding a primitive trading strategy and link it to some sort of artificial trading environment? Where do I start, and what are some other essential questions I should be asking?

I am interested more in doing this because it interests me than making returns. Ideally it utilizes random/historical market data and doesn't actually execute any real trades.

My background: I'm almost done my undergrad degree in computer science, and have had intro finance and economic courses. Familiar mostly with C and Java.

Answer: 
Check out the class Computational Investing, in Coursera. Its currently in week 5 of a planned 8 weeks, but you may be able to catch up.

The class uses Python, and a tool kit written by the professor. <https://github.com/tucker777/QSTK>

The tool kit pulls data from Yahoo (free) and has tools to generate and evaluate portfolios of stocks.
If you want live up to date information you will have to pay for it through a vendor such as [Telvent](http://www.telvent.com/en/). If a 15 to 20 minute delay is acceptable then you can scrape information from Yahoo or Google finance.