Thank you all
I want to be able to write small 3D application and 3D games. I've noticed that nobody mentioned Java3D any reaon for that?
I hope you know what you're doing... Writing his own engine takes a very long time. JOGL is a good choice if you look for something low level. The problem is that you are new in gaming, your knowledge in mathematics will be very useful. If you want to see "something" that looks "like" an engine written with JOGL, look at my source code, it is open source (under GPL version 2). Do you know how to use quaternions, matrices, parametric equations, Euler angles, non eulerian transforms? Do you have some knowledge in physics (free fall, uniformly accelerated translation, forces, weight, ...)?