Assistance with Mac homebrew 'hg' command

Question

I recently installed homebrew on my Mac while following a guide someone made to run certain things natively that couldn't be before. I also installed and updated 'pip'. I am having problems with a command:

'sudo pip install hg+http://bitbucket.org/pygame/pygame'

I get the following message in return:

The directory '/Users/WilsonHuijsie/Library/Caches/pip/http' or its parent directory is not owned by the current user and the cache has been disabled. Please check the permissions and owner of that directory. If executing pip with sudo, you may want sudo's -H flag. The directory '/Users/WilsonHuijsie/Library/Caches/pip' or its parent directory is not owned by the current user and caching wheels has been disabled. check the permissions and owner of that directory. If executing pip with sudo, you may want sudo's -H flag.

Collecting hg+http://bitbucket.org/pygame/pygame

Cloning hg http://bitbucket.org/pygame/pygame to /private/tmp/pip-req-build-6TUq7C

Error [Errno 2] No such file or directory while executing command hg clone --noupdate -q http://bitbucket.org/pygame/pygame /private/tmp/pip-req-build-6TUq7C Cannot find command 'hg' - do you have 'hg' installed and in your PATH?

I have full access rights to my computer so I don't know what the first part is about, and I assume the last part is to do with a problem with 'hg'? If anyone could help it would be very much appreciated.

Also note, while I am not experienced in terminal/homebrew commands and do not know what many mean/do, I do understand coding in general, especially python.

Thanks!