For a text editor, you can use Notepad. I'm not familiar with Vista, but I would expect to find Notepad under Start > Programs > Accessories. (This is also where the Command Prompt application should be, which you will need later.)
"We're kind of on the level of crossword puzzle writers... And no one ever goes to them and gives them an award." ~Joe Strummer sscce.org
I wouldn't touch Notepad with a bargepole. Dreadful application. Get something which supports syntax highlighting, automatic indentation, highlighting pairs of brackets, etc. If I am forced to use Windows, I would use JCreatorLE which is a simple IDE, but which can be used as a text editor, or text editors like Notepad2 or Notepad++. The last is probably my favourite.
No matter what, i would suggest to use an editor be it plain editor like Notepad, rich text editor like WordPad etc., or a bit enhanced syntax highlighting editors like TextPad, EditPlus, NotePad++ etc.,
As they differ in the way they help the source code being displayed in the way they are configured.
Also try making use of command line for compiling (javac) and running (java) programs. It would really help you to get to know the basics very well.
But, don't go for an IDE (Integrated Development Environment) in the beginning stage. Because the IDE generally destroys your learning ability by generating codes automatically, completing the method syntax through context sensitive help (when you place a dot on an object reference, it fetches you the available list of methods in a dropdown box wherein you navigate to the particular method through the arrow keys and press enter to get the method in your program).
Once you are comfortable enough with the syntax, you can go for IDEs.