I used Python on other machines, I know how it's supposed to work. I'm using Windows 7 and this problem happened with 2.7.14, 2.7.13 and 2.7.9. I didn't bother trying all other versions because it looked like it didn't matter what version it was. For every version, I was running scripts with PyShell file (59 KB) from idlelib.

I found another two files called "idle" in idlelib, one with and other without console. Either of those when ran starts Shell window and I can run scripts perfectly fine from there. 

I don't know what the problem is with PyShell file, but since with idle files it works as expected, I won't chase the cause of this.