No, not really. GUIs are actually pretty easy and enjoyable once you know the basic. They are some of the best parts of Java I think. Since you are using Netbeans as your IDE (I'm assuming you have some program that lets you program (BlueJ, Eclipse, etc. ) ), so here:
http://www.netbeans.org/kb/trails/matisse.html
This website should help point in the right direction a little bit. Happy programming!

If you want to make a game, first of all hopefully your basics in Java (and 3D/2D Geometry) are thorough, Next you might want to see the "Starting Java" Sticky. ~s.o.s~ has mentioned the JMonkey Engine for making games in Java.

As Far as making GUIs is concerned almost most Java IDE's now-a-days ship in with a form designer (Eclipse, NetBeans, IntelliJ), still its best to design your first few forms by hand. For AWT [1,2] and this for Swing(which is more richer that AWT) should help you get started with making your own GUIs in Java in whichever one of the two toolkits you wish to use.

Then to make GUIs theres also the SWT library which can be found here. However I wouldn't recommend on using it since it doesn't ship along with the JDK unlike AWT and Swing.

NetBeans makes it quite easy to make Swing GUI's, but I would recommend you to start without NetBeans, if you don't have the basic understanding of the working yet.

NetBeans will generate a bunch of code for you, so it's "easy" to learn, but you won't learn anything about how it actually works.

the only things you need to develop a Swing application, is notepad, some understanding about how a Swing GUI is build, but you can find millions of examples on the world wide web, and, off course, Java installed on your machine