You can try these sites http://javalessons.com/ http://www.freejavaguide.com/corejava.htm The above sites will at least give you an understanding of the Java language. But if you're really serious about learning, try taking actual classes.
From what most programmers I know say, C++ is a good language to launch you into programming for games and other interactive media, if that's what you're into. Once you're through with Java, of course. Javawise... I don't know if you can find local classes for it, but they offer basic and pro ones online, the former for free, the latter for a little dough.