Download a JDK and install it:
http://www.oracle.com/technetwork/java/javaee/downloads/java-ee-sdk-6u3-jdk-6u29-downloads-523388.html[
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Even if you have 64 bit windows I would recommend using the 32 bit version because earlier I had some mysterious problems with 64 bit java on windows. They probably fixed it but the 32 bit version might be a better choice for your simple purposes to avoid 64 bit issues for sure.
Then download either Eclipse or NetBeans. My personal preference is using Eclipse, thats the older one and when I chose it that had better plugin support. This might not be true for today, research with google if you are interested about NetBeans vs Eclipse. If you choose eclipse then download an Eclipse Classic:
http://www.eclipse.org/downloads/packages/eclipse-classic-42/junor[
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Its very important to get used to a good ide instead of notepad because its much comfortable and makes you more productive in the long run despite the fact that first you have to invest some time learning its usage.
If you choose eclipse then here is a nice tutorial:
http://eclipsetutorial.sourceforge.net/totalbeginner.html[
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Oracle has a very nice java tutorial for absolute beginners so definitely start here by reading through this tutor before prceeding to advanced books:
http://docs.oracle.com/javase/tutorial/[
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