Hello Folks from Sri Lanka,
go and check out Sun´s, now Oracles website regarding J2ME.
There you can find everything to understand and learn.
http://www.oracle.com/technetwork/java/javame/overview/index.html[
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As an development environment I recommend Eclipse from www.eclipse.org or Netbeans from www.netbeans.org.
Load Sun Java Development Kit 1.6.0_21 first.
Good luck,
Marc from Germany