READING: What is Arduino?
Start here and read the home page of Arduino.cc:
Arduino is open hardware. The MaKey MaKey is not an Arduino, but the MaKey MaKey does use the Arduino programming language and programming environment.
To reprogram the MaKey MaKey, you will need to download the latest Arduino IDE.
IDE stands for Integrated Development Environment. The Arduino IDE is a program you would use to develop and upload sketches (programs) to the MaKey MaKey or another Arduino-compatible device.
More information located on the Arduino Installer badge page.
Other resources:
Arduino - Introduction authored by arduino.cc
Arduino - Getting Started authored by arduino.cc
What is an Arduino? authored by b_e_n
Arduino results on Adafruit Learning System
Installing Arduino IDE authored by b_e_n