As said above start off easy. The basics will get you very far. I also suggest not trying to create a game alone, even an easy game. What you should do is create a very simple program that you move a dot with your arrow keys, and when the dot hits the walls it restarts to the beginning, and you...
Go with C++, more functionality to it, faster, and by learning C++ you can start your way to learning Java, since Java is easier to learn since it is Object-Oriented.