My suggestion for you is to get into Java2D first.
However, the first steps of making a game isn't the programming.
There are few questions you need to answer to yourself:
- What kind of a game is it?
- What is the story/plot of the game?
- In what enviroment will the game take place?
- What are the interactions between the game and the user?
And then you need to some design work:
- Game and map layout
- Decide on what units will be in the game, and what their purpose is
- User interface (what information the user will see)
Making a game isn't just the programming, in fact in some cases it's the easiest part. Graphics and audio are the most time-consuming part.
Check out this space-invaders game, it got me started:http://www.planetalia.com/cursos/index.jsp