Setting up the PYTHONSTARTUP environment variable
If you are running Linux or macOS, the simplest way is to create the startup script in your home folder. Then, link it with a PYTHONSTARTUP environment variable that's been set in the system shell startup script. For example, Bash and Korn shell use the .profile file, where you can insert a line, as follows:
export PYTHONSTARTUP=~/.pythonstartup
If you are running Windows, it is easy to set a new environment variable as an administrator in the system preferences, and save the script in a common place instead of using a specific user location.
Writing on the PYTHONSTARTUP script may be a good exercise, but creating a good custom shell all alone is a challenge that only a few can find time for. Fortunately, there are a few custom Python shell implementations that immensely improve the experience of interactive sessions in Python.