Install package and reboot:

sudo apt install sense-hat
sudo reboot

Add the following line at the bottom of the /boot/config.txt file if the matrix does not turn blank after a reboot: (Raspbian Buster)

dtoverlay=rpi-sense

and reboot again.

Note: The /boot/config.txt can only be modified with root permission:

sudo nano /boot/config.txt

Create a file with the name sensehat.py, and add the following lines:

from sense_hat import SenseHat
sense = SenseHat()
sense.show_message("Hello world!")
 
temp = round(sense.get_temperature(),1)
pres = round(sense.get_pressure(),1)
humi = round(sense.get_humidity(),1)
comp = round(sense.get_compass(), 1)
 
print("temp="+str(temp)+"°C humi="+str(humi)+"% pres="+str(pres)+"mBar comp="+str(comp)+"°")
 
event = sense.stick.wait_for_event()
print("The joystick was {} {}".format(event.action, event.direction))

Save the file, and exit the editor.
Test the "Hello world" with the following command in a terminal:

$ python3 sensehat.py

The terminal output could look like this:

temp=35.8°C humi=38.8% pres=1012.7mBar comp=94.2°
The joystick was pressed middle

Note: The Python script will wait until the joystick has been touched before terminating.