How to convert Z to a in bluej[JAVA]

Learn to indent properly your code, it show its structure and it helps reading and understanding. It also helps spotting structures mistakes.

import java.util.*;
class Character
{
  public static void main(String[]args)
  {
    Scanner sc=new Scanner(System.in);
    System.out.println("Enter a sentence");
    String s=sc.nextLine(),s3="";
    char s2;
    int l=s.length();
    for(int i=0;i<l;i++)
    {
      char s1=s.charAt(i);
      if(s1!=' ')
      {
        s2=(char)((int)s1 +1);
        {
          if(s2=='z'||s2=='Z')
          {
            s2=(char)((int)s2 -25);
          }
          else
          {
            s2=s2;
          }
        }
      }
      else
      {
        s2=s1;
      }
      s3=s3+s2;
    }
    System.out.println(s3);
  }
}

Pay attention to this re-indented code, it don't look like in your question, but it is the same code.
Professional programmer's editors have this feature and others ones such as parenthesis matching and syntax highlighting.
Notepad++ Home[^]
ultraedit[^]
-----
A sentence can have commas and points that are not handled by your code.
Use the debugger and test the code behavior with each letter, especially with y, z and non letters chars.

There is a tool that allow you to see what your code is doing, its name is debugger. It is also a great learning tool because it show you reality and you can see which expectation match reality.
When you don't understand what your code is doing or why it does what it does, the answer is debugger.
Use the debugger to see what your code is doing. Just set a breakpoint and see your code performing, the debugger allow you to execute lines 1 by 1 and to inspect variables as it execute.

Debugger - Wikipedia, the free encyclopedia[^]
http://docs.oracle.com/javase/7/docs/technotes/tools/windows/jdb.html[^]
https://www.jetbrains.com/idea/help/debugging-your-first-java-application.html[^]
The debugger is here to show you what your code is doing and your task is to compare with what it should do.
There is no magic in the debugger, it don't find bugs, it just help you to. When the code don't do what is expected, you are close to a bug.