i just finished my first java course at school (literally, i wrote the final an hour ago).
Along with the course textbook, which was pretty good, i also bought Java for Dummies. I am about half way through that right now and it pretty much followed what was taught in the class in the same order. I guess there is a certain way to cover the topics to best teach/understand them. I like jave for dummies so far. The examples are explained well, and the topics are broken up nicely.
If you are new to the whole java thing, you may find that getting started with java programming on your computer is a bit daunting and stressful. In fact i had to take my laptop into the computer help desk and ahve them set it up. When you install the java SDK in windows at least, you have to set the variable path. I found that somewhat confusing. Also, insted of using a text editor and a comand promt to compile your code, you can use a program that links the two. I would recommend textpad. It is a text editor that has a "compile" option in its menu, very handy.