I guess this is one of the threads everyone here has been waiting for. There was a thread created sometime back but due to been diluted by off topic posts couldn't be made into a sticky. I would request the OP to post the same links here if possible.
Please don't post "spam" or "Thank you" posts in this thread since this is meant to be used as a guide for all beginners and I am sure we would like it to be on topic. I hope you understand this.
» Introduction to Java «
To start off, Java is a general purpose programming language liked by application developers and web developers alike. It is the force which drives a large number of enterprise applications out there. Read more about it here. And yes, just for the records, Java is not slow!! [ 1 , 2 , 3 ] ;-)
» Getting started «
All you require to develop Java application is a text editor and a JDK which encompasses a Java compiler, a Java Virtual Machine and a host of tools which ease your development.
Though compiling Java programs using the javac tool may seem fine enough now, it has its limitations. Compiling, building and archiving an entire application becomes quite tedious. Build tools to the rescue. It is a good thing to have the knowledge of at least one of the build tools under your belt if you want to work with Java in a professional setting. There are a lot of open source build tools out there, Ant and Maven being well known among them. Which build system to use is a personal / project choice though Ant is a good one for beginners.
As those who don't mind writing their build scripts in a scripting language rather than the verbose XML, Gradle looks promising and innovative. For those who are conversant with Ruby, you might find Raven interesting. Google for 'ant tutorial' and you will surely find something to get you started (that is if you are using Ant).
» Unit Testing «
It's a good thing to get into the habit of unit testing your code. Test cases have a host of advantages over your normal print statements placed throughout your program. Testing helps you in focus on the way your Java object is actually used / the part it plays in the system, thereby improving class design. And above all, its fun. :-) Get the unit testing framework JUnit here or the more recent TestNG Google for 'junit tutorial' and you will surely find something to get you started.
Just google for 'java faq' and you surely would stumple upon a gold mine of well written FAQ's.
» Certifications «
After getting a good grasp of the subject, you might want to get a good certification to add a feather to your cap. You can find more about Java certification here. Google for 'scjp notes', 'java mock test' or 'scjp mock' to get started. Getting a certification or not is a choice you have to make.
That being said, you can find a lot of open source Java projects on Java source . Play with them to your fullest, try to see how things are done in the real world and walk the path of a hacker! ;-)
» Game Development «
And yes, now you can use Java for professional game development. The Java Monkey Engine makes this possible with advanced features like shaders, cloth simulation, bump mapping, inbuilt sound and user interface support and much much more. You can learn more about it on the JMonkey Home page. Given that 3D game development can be a bit daunting for entry level game programmers, there's an excellent 2D game engine called Slick which can help you get started with 2D game development in no time!
» Epilogue «
After all this, if you still find yourself struggling with some issue, make sure you read this thread and this essay before creating a new topic in the Java forums.
It has taken a lot of effort to come up with these links so that you don't waste your time searching for some study material / reference text. Appreciation goes out to Stephen , Ezzaral , Peter , Alok and others for their suggestions and corrections. So, just go for it, learn, contribute to this thread and above all, enjoy programming!
Anyone designing programs that involve more than one or two classes could benefit from familiarizing themselves with design patterns. An excellent introduction to this is Head First Design Patterns. Design patterns may or may not be appropriate for a given application, but learning about them and their usage will teach you to look at your program organization in a more critical manner from perspectives that you may not have considered at the outset.
Could I recommend both Notepad++ and JGRASP as lightweight beginner IDEs? I like them a lot when writing individual java files and I don't feel like waiting for Netbeans to come up. They both have the basics, such as Indentation Guides, but JGRASP is more focused on Java, while Notepad++ is highly configurable (such as add-ons, custom highlighting, and code-completion). Just my two cents to help everyone.