Start with the basics and begin to learn java (assuming you haven't by the way it sounds). Java is a good language to start with but keep in mind that there will be road bumps along the way.
I recommend picking up a book on java (someone else can probably recommend one since I don't use java much). There are also many online tutorials that are great to go along with. Just understand that these basic console programs you make at first are important steps in creating what you want to make. You must learn to crawl before you can walk and walk before you can run.
Once you get the hang of the java and have good practice with it (which is essential) you can begin working on small games. Your first game will not be astounding and will probably be poorly written, but it's about the journey and the things that you learn while getting there. Putting these things into practice will increase your understanding and teach you useful techniques to use. I personally recommend making pong as your first game since it is simple, but more complicated than it looks on the surface.
Along the lines of libraries I only know of a few and do not know much about them, so here they are. There ones I know of are: Slick2d, LWJGL, libGDX, and OpenGL. OpenGL is mostly used for 3d and is not recommended to use until you have completed a couple projects. Here's the websites for the libraries so you can read about them:
http://www.slick2d.org/
http://libgdx.badlogicgames.com/
http://www.lwjgl.org/
I'm sure there's stuff I missed but here's a basic overview of what is ahead. Have fun and remember to take breaks when you want to throw your computer out of the window! (Which tends to happen a lot in programming...)
