You can do a lot with either one, but both is nicer. Notice that anybody who gives an answer based on experience has done just that. Some are based on less experience than others. Some misconceptions:
1. Python is easier than Java: Maybe, maybe not. It depends on the learner and on past experience.
2. Python is only good for console programs: Nope. Python comes stock with a couple of different windowing frameworks and has bindings available for several others. Just launch a program with pythonw instead of python, and you get no ugly black console. That's the normal way to launch a GUI program written in Python.
3. Python is outdated: Again, no. It's actively developed, is in its third major revision of the language, and has practical applications in a lot of areas.
As it happens, I like Java more for desktop windowed apps. The NetBeans IDE has a form designer that takes much of the rote coding out of the creation and layout of graphical elements. But Python is the language I go to most often when I want to test out a computational idea. It's also good for network tasks, so when I wanted to whip up a "daily dilbert" app to fetch todays strip from the Dilbert website, Python made that easy. (Not so easy now, with a fancier web interface, so my "mini-bot" is out of date.)
If you are a US high school student with university plans, the language used in AP Computer Science classes is Java. As a result, the intro class that students are hoping to skip by getting a 4 or 5 on that (expletive deleted) exam will probably be in Java too.