trying to install homebrew so that I can use bbciplayer.  It says copy and paste into the command line editor.  Do this and starts to run but then comes up and says password not sure what password it wants but cannot type anything  in regardless.  

This what I get after running the command line

==> /usr/bin/sudo /bin/mkdir -p /Users/davidlarkman/Library/Caches/Homebrew


Looking for help if posssible.  

I think it want the password of your user. If it is similar to the sudo command of the linux terminal the password even if it is typed is not shown for security reasons. So you can try to type something and if it says that the password is wrong then it means that what you type is still acquired.