I think you will need a Student class. The Student class will have variables for id, lastName, firstName, scores. scores can be a collection of some sort based on what you want to do with it.
I think you should have a Course class. The Course class will have a collection of Student objects.
You main program will create the Course object. It will then read the file, one line at a time. If you read a line starting with u0 then assume it is a new student. Instantiate a Student object passing the id on the constructor. Read the next line from the file. Set the lastName in the Student object. Read the next line. Set the firstName. Read lines until you reach another u0 line. As you read each line, add each grade to the Student object. Now, Add the Student object to the Course object. Start over...a while loop probably.
So Student has
String id;
String lastName;
String firstName;
Collection scores;
public void setId(String anId)
public void setLastName(String name)
public void setFirstName(String name)
public void addScore(String score)
The Course class has
Collection students;
public void addStudent(Student aStudent)
public void computeGrades()
Or something like that. I think you get the idea.