If you have absolutely no programming experience, then it will take quite a while for you to be able to make even a simple game. I would recommend you to learn an 'easier' language first. Java isn't the easiest to learn as a first language in my opinion. You might want to try Python. Java enforces OOP, while Python lets you easily use either Functional or Object Oriented programming styles.
If you do want to start off with Java, here's a link to some learning resources.
http://forums.devshed.com/java-help...ava-249225.html
If, however, you want to try Python, here's link to resources for learning about it.
http://forums.devshed.com/python-pr...ces-359384.html
Generally, the language you end up using isn't that important. Having a clear and concise understanding of algorithms is all that matters (in my opinion). If you do learn Python first, switching to Java won't be that difficult. I'm only recommending it since it was designed to be easily read and understood.
If you are really interested in making a game, try a simple text based one to start off. As soon as you try displaying graphics in any language, if you don't have a solid understanding of what you're trying to do, you'll fail at it. Even with a simple text based game you need to understand loops, if-statements, and input and output. So make sure you understand that to start with.
Have fun.