Java is a high-level programming language. That means it looks more like English than it does the ones and zeroes computers understand.
When you create java code, you run it through a compiler that converts Java into byte code. Java code can then be executed (by running it through the java virtual machine).
Java is very portable, meaning it can be run on many machines (for instance, many phones are programmed in Java). The reason it is portable is because it is run through a Java virtual machine. You can think of this as a second, virtual computer inside your computer that runs the code.
To make the coding process easy, you can
download Netbeans or
Eclipse. (For Netbeans, you only need the SE package).
An IDE, or integrated development environment, is just a program that makes the coding task simpler. It can autocomplete methods/variable names, give you code suggestions, spot errors, etc; but it is most useful for the fact that it compiles it and runs it for you.
Before I give any code examples, have you ever programmed in a different language?