There are basically 4 different API's
you should look at.
JOGL - Simple wrapper around opengl functions that is geared towards any kind of opengl development
LWJGL - Simple wrapper around opengl functions that is geared more towards gaming
jME - 3D Scenegraph based gaming engine. Currently uses LWJGL for opengl function calls
Xith3D - 3D Scenegraph based gaming engine. Looks a lot like JAva3D. Currently uses LWJGL or JOGL for opengl function calls.
Each site has detailed instructions on how to get started using their libraries.