A Checklist

To write your first program, you'll need:
The Java SE Development Kit 6 (JDK 6)
You can download the Windows version now. (Make sure you download the JDK, not the JRE.) Consult the installation instructions.
A text editor
In this example, we'll use Notepad, a simple editor included with the Windows platforms. You can easily adapt these instructions if you use a different text editor.
These two items are all you'll need to write your first application.