Have you learned any other programming languages, or is Java your first?
I came to Java with a background in Lisp and C#, and it was not terribly difficult for me. In particular, C# is similar to Java in many ways.
If you are completely unfamiliar with object oriented programming, it could be difficult.
You might also consider a book. I recently finished "Ivor Horton's Beginning Java" and I would recommend it.
1. Learn the basics with simple command line applications first. Don't worry about complicated topics like Swing, databases, Web applications, etc. for at six months
2. After you learn how to write, compile & run programs with just a text editor & Java compiler, download & learn to use an Integrated Development Environment, such as Eclipse. Especially, learn how to use the debugger that comes with the IDE.
3. Experiment with lots of small programs & examples. Learn by doing (and by making mistakes).
4 Find others in your community who use Java & learn from them.