How to Get Started
You can get a Java compiler and libraries from http://java.sun.com/j2se. Not only does it cost nothing to download the Java SDK, but you can also download awesomely functional free IDE tools such as NetBeans. I know people who have paid good money for commercial IDE products that they've then abandoned in favor of NetBeansit's that good. If you have any questions, or just want to find out what questions other people have asked, take a look at my Java FAQ.
The fifth edition of my book Just Java (Prentice Hall PTR, 2002, ISBN 0-13-032072-2) has recently been published. It's the latest update of a book that in previous editions has covered Java since 1.0. It's aimed at teaching Java to programmers familiar with any other language, and now includes coverage of topics such as server-side programming, XML, and network programming.
It's not hard to learn Java. Hundreds of thousands of programmers have already made the effort. Perhaps the time is right for you, too. Investing in Java knowledge is an investment in yourself.