This is an awesome free resource you can download free online - http://math.hws.edu/javanotes/ - I can't recommend it enough. Start by following those notes through and get a firm grasp of computer science/programming basics.
Once you have the basics you can then look at this as a stepping stone to actually getting some games going using purely Java - http://www.amazon.co.uk/Beginning-Java-Programming-Jonathan-Harbour/dp/1435458087/ref=sr_1_1?s=books&ie=UTF8&qid=1341814742&sr=1-1 - This is a very good resource to get you into programming Java games as applets (mainly), and also you will learn which IDE's (Integrated Development Environment) are popular for programming in Java (although Eclipse is probably still the best choice anyway). A word of warning about programming java applets, they can be a real pain to get working sometimes (but there is JWS to make things much easier).
As you move on and get more confident there is - http://jmonkeyengine.com/ - as a game engine choice to program in. It's well documented and seems to have a good community to ask questions from. It also comes bundled with its own SDK....which looks good. This was my choice of game engine in Java before I switched to C# and XNA (which isnt a game engine of course, but more a language and a framework or scaffolding if you like). I don't consider learning Java first a waste of time, it's a fantastic primer language and usable for cross platform game making.
Lastly, since your question is about game development, you have to actually work on your design skills as well to really appreciate how you should approach game design. For this I recommend this book - http://www.amazon.co.uk/The-Art-Game-Design-lenses/dp/0123694965/ref=sr_1_1?s=books&ie=UTF8&qid=1341815432&sr=1-1 - For me, it is the perfect read on game design. It covers important concepts such as game design through iteration, anthropology and other human studies, which allow you to understand the very basics in human thinking. A good game can be a great a game if you get your design fundamentals right.
I HTH and I wish you good luck and lots of fun.
I would suggest C# - kinda more fun and motivating to have some GUI easily available.
Don't know how that is done in Java. Only used it for small console apps.
Sorry phayer, I am not being insulting here but I read this at least 10 times and I am not sure I understand what you are saying? If by GUI you mean IDE (Integrated Development Environment), then yes good call, Visual Studio is a good IDE, has everything you need including Intellisense, ability to mouse wheel zoom into your code (trust me if you're getting old like me this is a big help and I don't think even Eclipse supports this out of the box) and generally the debugging information seems to be helpful.