You'd be better to use textPad, use the trial version, and Eclipse. As far as I know, most of java programmer build their application with Eclipse. But for the experimental purpose, textPad is easy to use. You can just press Ctrl+1 to compile, and next Ctrl+2 to run the program you've created. Others answers are correct, use the online tutorial and try to understand the basic structure of the java programming environment.
Next time you're deep into the java programming, you will find that it's too many jargon with java itself (e.g. Java, javascript, javabean, J#, Java Server Pages, Java Swing, J2SE, J2RE, etc.) Just try to understand what is the definition of each, and the differences.
One more thing, don't forget to drink Java Coffee when you're doing java programming. ^^. Good Luck!!