Software
To program in Java you need some software. This necessary piece of software is called a 'Compiler'. A compiler allows you to code within it, and then it is able to convert your code into a language that your computer can read, but is unreadable by humans. Compiling is especially useful so that people cannot read and steal your code unless you say it is alright.
In Park Center's Java class we use JCreator and it's JDK (Java Developer's Kit) package. I recommend using the same software that we use at school if you plan on working from home as well. Downloads of JCreator can be found Here.
java.sun.com also houses a large library on everything you need to know. You should be visiting this site often to figure out how to do your projects correctly.