Understand the concept, the fundamentals behind the paradigm, they will be far long lived than the implementations, at least if they are good concepts. Also if you understand the concept you will have and easy road in different implementations.
She will remember your heart when men are fairy tales in books written by rabbits.<br /> As long as there is duct tape... there is also hope.
Do you know any other languages, why would you like to learn it and so on.
If you already know other languages, and which to enlargen your language "toolkit" taking the certification Jesus' mentions might be a good idea, but if your new to programming I'd suggest another route.
First, learn the concept of Object Oriented programming (OO), and then learn Java. Knowing OO is more important than knowing every class in J2SE.
And no, you dont need to know every classes in J2SE, but it's a good idea to know the fundamental packages, so you know where to look for something. This is, however, something that you'll learn along the way.