Assuming you can afford it, I usually recommend you read a beginning book on Java (from cover to cover) and work through a number of the book's examples on the command line to get familiar with compiling code, etc. Then, downloading and using Eclipse IDE (its free). You can go to amazon.com and search for such books that have good reviews. Get use to the idea of reading dozens and dozens of books (over the years) on Java related technologies.
Then you might consider reading up on SQL (a book) and JDBC (on line tutorial). Then download a free database such as Oracle Express and getting JDBC to read/write to the database. From there, assuming you want to learn web applications instead of deskttop applications, I suggest JSP/Servlets (I know JSP becoming obsolete, but its a good starting point and there are countless applications out there in JSP that need to be supported).