I have learnt Java back in the days using Notepad, java, javac and the javadoc. Good times!
When you have a decent knowledge of compiling and running Java programs, you can start using an
IDE (like Eclipse, NetBeans, IntelliJ and so on). If you are preparing for an OCAJP7 certification I would suggest no to use any IDE, but only java and javac to run and compile your little programs.