At the beginning days of Java, the creators gave it the numbers 1.1, then 1.2 which is translated to Java 2 and all the subversions like 1.3 and 1.4 are all part of Java 2. Then Sun release Java 1.5 which had a major improvement and many new features over the previous versions so they decided to switch the name to Java 5 instead of 1.5(after the decimal .5).
There is the first version of Java which is Java 1.1.
Then there is Java 2 which includes 1.2, 1.3, 1.4
Then there is Java 5.0 which the same as Java 1.5
Now there is Java 6.0 which some may call it Java 1.6
With regard to the SCJP exam, I would recommend you to go with the latest ones which are Java 5 or Java 6 to guarantee yourself that you are up to date with the latest features and tools of the language.