Stanford has some great open courses online with videos of actual classes from a whole semester, the syllabus and handouts/assignments. Here is the link to the intro to Java course. I found it much easier than trying to learn from a book alone. Hope it helps.

http://see.stanford.edu/see/materials/icspmcs106a/software.aspx

-Eric

Java is a very broad programming language(like c or c++). If you have a clear task on your mind it will ease the learning curve. What I would suggest is to get familiar with an IDE(I recommend you eclipse for writing java) and to start by doing small exercises with clear learning tasks(how a loop works, what is a class, what is an interface, etc.).
I personally like these books:
http://www.amazon.com/Java-Beginners-Guide-4th-Ed/dp/0072263849

http://www.amazon.com/Java-Program-early-objects-Deitel/dp/0132575663/ref=sr_1_1?ie=UTF8&s=books&qid=1303208478&sr=1-1

the book is a brick but it has a good source of information, take your time to digest it!

One last thing i can recommend you: if you want to learn java from a more practical/creative perspective why don’t you pick up processing and start playing with it? Processing library is very friendly and well documented, an amazing pedagogical tool.

-emmanuel