FWIW I use vim with the slimv plugin for CL, it works great. Of course for many systems vim can be a bit of a pain to install for the first-timer, too, though I think less so than emacs or one of its many flavors.

For the price of an email address, you can download one of the proprietary CL IDEs https://franz.com/downloads/clp/survey and try it out, maybe by following their instructional videos/slides https://franz.com/services/classes/ Then after that you can be better informed if you want to pay for their IDE (or check out the other proprietary competition) or invest effort in emacs/vim/the atom plugin/something else.

I'm curious what languages do you use, or have used, that have shaped your expectations of setup? Do you remember what the first time setup was like for them? For me, I first started learning PHP in 2004, and over the next few years learned or played with JavaScript/Java/Python/Perl/Ruby/C/C++/Scheme (Java and "C with classes" C++ mostly in highschool). My "setup" for most of them was the same, just EditPad Lite, which was better than Notepad only in two ways: you could have multiple files open in tabs, and you could just save-as blah.ext without having to first select "all file types" so you didn't end up with blah.ext.txt. No syntax highlighting or indentation, I didn't appreciate those until after I had made the switch to vim sometime in 2007, though even my vim usage was pretty bare-bones for a while.

But still, for the longest time I just edited files, saved (and maybe FTP'd or compiled), and executed either in the command line or by pointing my browser at the files. When I played with Scheme (by following some of SICP), I changed things up a bit to also match what I had started doing with Python, which was I'd still edit/save/run most things, but occasionally I'd copy-paste from the editor to the REPL and play in the REPL directly for a while, copying stuff back out if it was useful. This was fine, and still is fine! You can have this bare-bones experience with CL, too. If you've installed SBCL, you just have to run `sbcl --script file.lisp`. If you launch SBCL by itself (it's even better with rlwrap), you can just play in the REPL. If you were doing an intro-to-programming course for highschoolers, would you have them setup much beyond any random text editor and telling them how to execute stuff?

On the other hand if you want a more "professional" environment, is it really reasonable to expect to not have to spend some time setting things up? Especially with CL where if you want more than the bare-bones experience, i.e. developing with the REPL, you.. need to have something that can talk to a REPL, and not just a pure text editor. One of these days I should try out https://microsoft.github.io/language-server-protocol/ and maybe I can just recommend it, I know someone made a server for CL that just wraps the classic one, which should let any editor with an LSP client have a good experience. But taking from my own experience again, when I took my second job writing professional Java, Eclipse was basically mandatory, which I hadn't needed really before, plus there were some company-specific extensions you had to install to make it work better, and anyway it took me a while to get used to Eclipse itself and learn the shortcuts. I never thought this was unreasonable...

I wrote way more than I planned... all I really wanted to say after the Allegro recommend was I think if you really want to try CL, just go for it, the bare-bones experience can give you a taste just fine, and maybe encourage you to take the pains of setup for a more professional environment (for which emacs, while popular, is not the only choice). If you want to follow along a book like PCL (https://gigamonkeys.com/book/) or Land of Lisp (http://landoflisp.com/), you don't even need an editor, you can just type things in.