Brandon, welcome to the Ranch.
Oracle has a good
set of tutorials, from absolute beginner level to advanced topics.
First, familiarize yourself with the setup: install the JDK, learn how to write a simple Hello World program and how to compile and run it. You can find this in the
Getting Started tutorial. One of the things here is, as Bear already mentioned, understanding
what the classpath is. This is a source of confusion and headaches for many beginners.
Then, learn the syntax and concepts that are used in Java. The tutorials
Learning the Java Language and
Essential Classes explain these. I agree with Campbell that understanding object oriented programming concepts is very important.
Have fun learning Java!