I have no idea where to start. I picked up this book Head First Java. The problem is its a little out of date. I'm not sure which java I should download, then which API. Then of course you need a text editor but I'm not sure which files I need to download. The truth is I'm really green and all of this is making my head spin. I want to put my all in to writing code and learning but I already feel quite alone and defeated. If somebody could tell me step by step what my computer needs it would be a big help.
Head First Java isn't out of date, except for some of the very cutting-edge language features, which is irrelevant for you.
Also HFJ assumes some programming experience. You might find it heavy going if you haven't got to the stage of downloading a text editor!
Why are you trying to learn?
The basic package is Java SE (Standard Edition). Oracle download page. You need the JRE (runtime edition) if you don't have it installed already, and the JDK (developers' kit). You'll probably also want the "Java SE 6 documentation" zip at some point.
Your text editor will depend on what system you're using. Assuming you're on Windows, a good basic editor is Notepad++ (google it), but you can just use standard Notepad.
There are instructions on the Oracle site for installation, but it will all be a LOT easier if you can get someone who knows what they're doing to sit down with you, get it working, and show you the basics.
I am tied up between the path and the text editor because the moose greeting isn't working. How is the path supposed to be typed exactly? Right now its C:%JAVA_HOME%/bit; is this correct? What am I doing right wrong? I am very exhausted...
Replace the %JAVA_HOME% part with the actual name of the directory that you installed the JDK in.
For example, if you installed the JDK in C:\Java\jdk1.6.0_24, then add C:\Java\jdk1.6.0_24\bin to the PATH.
When you get errors, please tell us exactly what commands you are typing in or what your source code looks like, and copy & paste the error message here. The more detailed information you give us, the easier it is for us to tell exactly what's going wrong and the easier it is to help you solve the problems.