Logically, you should finish the book and all its exercises.
After that move on to some advanced topics, maybe web development or business components. I would prefer learning Design Patterns.
But first, the book.
Don't walk as if you rule the world, walk as if you don't care who rules it...
It may sound obvious but I would like to give you this advice: Write lot's of code. Preferably in a text-editor (NOT an ide, syntax highlighting is fine). Then you'll spot errors much sooner and get more familiar with the api's that java provides.
"Any fool can write code that a computer can understand. Good programmers write code that humans can understand." --- Martin Fowler
Please correct my English.