Sun provides a Java Tutorial that provides information to get started in many different aspects of Java. I suggest that you start with Your First Cup of Java. You should also get a decent text book. The founders of this site, Kathy Sierra and Bert Bates, have pubished a book entitled Head First Java which I've heard is very good. I learned Java with Core Java Volume 1 by Cay Horstman and Gary Cornell. You may find this book helpful if you already have a strong programming background with other languages.
Good luck in learning Java. I hope to see you around these message boards very often in the near future.