I think that largely depends on what other software background you might have. My firm currently has an Oracle DBA quite successfully learning C#, so switching from t-sql to Java can't be all that impossible. I'd say start with Head First Java and work from there.
Theodore Jonathan Casser
SCJP/SCSNI/SCBCD/SCWCD/SCDJWS/SCMAD/SCEA/MCTS/MCPD... and so many more letters than you can shake a stick at!
It won't hurt to get one done, but don't get obsessed with it. Try to get hands on experience in sought after technologies/frameworks by contributing to opensource projects, working self-taught projects, etc.