It depends what you mean by developing 3d games all alone. You can use Java3D to display a 3d environment and interact with it in various ways. If you wanted to you could create the geometry manually in code or write your own geometry and animation editors in Java3D which you then use to edit the objects in your environment. Generally it is easier to use a geometry creation tool such as Maya to create your objects, however, and just use Java3D to display them and handle user interaction and game rules.
To get started I would recommend going to the java3d page on the sun site and downloading the API and the PDF tutorial. Also, check out the demos that come with the download- those will help you understand some of what j3d does.
That should enable you to understand the system a little bit so you can follow the various tutorials around the place. I would recommend my own
for the obvious reasons, but there are very good ones at j3d.org and on kevglass' site too.