This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
Whether a virtual machine has a console is dependent upon the underlying platform and also upon the manner in which the virtual machine is invoked. If the virtual machine is started from an interactive command line without redirecting the standard input and output streams then its console will exist and will typically be connected to the keyboard and display from which the virtual machine was launched. If the virtual machine is started automatically, for example by a background job scheduler, then it will typically not have a console.
I believe you tried this using some IDE. If you execute the same code using the command prompt, then you will not get a null pointer.