It is not difficult to connect an OLED display to an Arduino. The Arduino offers all the necessary requirements: an SPI interface, Arduino Due or Nano both run at 3.3V and are programmable. For Arduino Uno a level converter for the data lines has to be connected in between because it runs with 5V. But a simple voltage divider also works.
The OLED is wired according to the data sheet, some displays need additional +12V to drive the pixels. But also for this there is a circuit diagram as well as for the wiring of the data lines from the Arduino to the OLED. OLED displays are available with 0.96" up to 5.5". Here's a link to an OLED programming example. And here you can buy an OLED display - not only for Arduino.
Arduino is a single board computer with a free development environment using a C or C++ like programming language.
More information on OLED Displays.