The first thing we need to do is create a Spotify app; after that, we are going to get access keys so we can authenticate and consume the REST API.
Head over to https://beta.developer.spotify.com/dashboard/ and further down on the page you can find the Login button, and if you don't have an account, you can create a new one:
At the time of writing, Spotify started changing its developer's site and was currently in beta, so the address to log in and some screenshots may be different.
If you don't have a Spotify account, you will have to create one first. You should be able to create applications if you sign up for the free account, but I would recommend signing up for the premium account because it is a great service with a great music catalog.
When you log in to the Spotify developer website, you will see a page similar to the following:
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