First, you will need to install
JDK for Java SE.
In that page. you can install the top one in its simplest form. Java EE is unrelated for you. But if you want an easy to use IDE and have more than 1GB memory, you can install JDK+Netbeans bundle.
IDEs simplify development but if you want to learn in the hard way and develop your application with command line tools provided by JDK, you can start your development without installing a Java IDE.
Other than that you can start reading
Java tutorial and you can ask your questions here if you need any specific help.