My experience has been enlightening. I was using VAJava 3.02, worked through IBM's tutuorials and most of a book's examples, learning Java along the way. I downloaded KAWA (which I like) and started trying to write my own code. Realized very quickly I had no real idea what I was doing.
My recommendation: use an editor, or a very lightweight IDE like Kawa, and learn to code in Java. Then, experiment with the various IDE's and see which best fits your style.