There is an enormous amount of free information available for this language. A search in Google for the keywords Java tutorials gives over 15 million hits. The first hit - java.sun.com/docs/books/tutorial/ - is quite good, at least for a start. Note that Sun is the creator of the Java language. But I found that it advances too quickly on some topics, so (after going through the first, introductory, chapters), you may want to search for additional sources of information.

Be sure to:

Get a good IDE, for example, the one from Sun (NetBeans), or from Oracle (JDeveloper). (The Sun tutorials assume you use NetBeans, so if you use the Sun tutorials a lot, it may be easier to start with NetBeans.)
Do a lot of practice. Just reading theory is sometimes a good start, but it sure isn't enough to learn the language well.

Be sure to:

Get a good IDE, for example, the one from Sun (NetBeans), or from Oracle (JDeveloper). (The Sun tutorials assume you use NetBeans, so if you use the Sun tutorials a lot, it may be easier to start with NetBeans.)
Do a lot of practice. Just reading theory is sometimes a good start, but it sure isn't enough to learn the language well.

Be sure to:

Get a good IDE, for example, the one from Sun (NetBeans), or from Oracle (JDeveloper). (The Sun tutorials assume you use NetBeans, so if you use the Sun tutorials a lot, it may be easier to start with NetBeans.)
Do a lot of practice. Just reading theory is sometimes a good start, but it sure isn't enough to learn the language well.

Be sure to:

Get a good IDE, for example, the one from Sun (NetBeans), or from Oracle (JDeveloper). (The Sun tutorials assume you use NetBeans, so if you use the Sun tutorials a lot, it may be easier to start with NetBeans.)
Do a lot of practice. Just reading theory is sometimes a good start, but it sure isn't enough to learn the language well.

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