If you enjoy Java more, then go with it. It is true that C++ is superior in performance, but at the beginner level you won't notice the difference. But if you are up to take a slightly complex, but better path - go with C++. In the end - the game you have made is all that matters, not the tool you have chosen.
Edit: wrote something stupid, deleted something stupid
Yeah, this is a classic example of ignorance over the languages features, as opposed to an actual advantage.
I don't mean that as an insult in the slightest. It's just often brought up that C++ somehow gives you more control over your code, but in reality, for most day to day developers, it doesnt.
Unless of course you think rolling your own basic libraries == control over your code. You can do that in any language, it's just in C++, you often have to do it. This of course, ins't a positive.
Yes, things like DirectX make C++ stand out of the crowd.
DirectX is just a library. You can generate bindings in a variety of languages, in many of them with very little overhead. A prominent poster on this sight for example created SlimDX, a DX wrapper for .NET languages.