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This has been an ongoing problem and there was a thread on here started back on March 14, 2012 reporting it.
Security Alert / Revocation info for the sec cert since installing JRE 6u31
I don't think you did anything wrong per-say, since its just Java and Oracle. Java is a well known programming language and Oracle is a well known software company.
Had it been some other no name company, I wouldn't just blindly install a certificate if I didn't know who they were or what the use was. Installing the certificate means your computer will trust resources that Java automatic updates is using to check for new versions.