Quote from Lt. Venom
Java is a compiled language and is among the most punishing, picky and bitchy languages to learn. That said - it /does/ learn you to do this properly on the first try, but seriously... are you the type that reads a manual front to back twice before unpacking your new gadget? Or prefer to learn on the go? If you are of the latter kind, steer far away from Java as you will be utterly and completely frustrated. If you really do want to learn java (and I have no idea why, but please refer to the section below for more on that topic), I would suggest learning with something easier to get a basic programming understanding. Since you ask the difference between both languages, I'm freely assuming you have no prior experience.
Now, on to the why of learning Java. There are several reasons why you would want to learn Java, but also many reasons why I wouldn't.
In Java you can build two things: applets and applications. They are /not/ the same. (a 3rd would be applications on specific platforms such as Symbian or Android, although those are considered applications, to my knowledge).
Applets: in-browser stuff. Remember those old school chatrooms where you had to enable a Java plugin? That's an applet.
Applications: Server side stuff (such as a socketserver that could facilitate the chat applet's communication) and desktop applications. e.g.: MineCraft, Eclipse IDE, other stuff.
An advantage of Java is that it's cross-platform, but I still stand by my advice to start with something more forgiving before moving onto the ruthless BDSM master that is called Java. He does not wield a whip, but a branding iron if you make a mistake.
What is the reason you want to learn software development? As recommended before, I still stand by Python as being the best language to start with. PHP just has the most disgusting syntax ever, C#/Java are both really strict languages with an extremely steep learning curve, Ruby is a valid option as well, I think.
A general resource to learn the absolute basics of programming can be found at: http://www.codecademy.com