1) Learn the language basics
This is the first step for very obvious reason. If you don’t know the basics then you will never know either what to do next or what you are doing wrong.
2) Create some small programs
Once you are confident that you are very much familiar with most basic stuffs/keywords and concepts and you can actually relate them somehow, you are welcome to second step where you will have to start building some very very basic java programs e.g. hello world, simple addition and subtraction etc.
3) Create advanced programs using java APIs
Now when you are done with making most of the baisc programs, and most importantly, you are comfortable into creating such basic programs, jump to this step.