I'd strongly recommend checking the many game tutorials on this site! The only Java game programming books I know are 10-years old. There's LOTS of good info in them, but its hard to know, if you are new, what is obsolete or not.
In terms of advancing your general Java skills, my first recommendation is "Java Programming" by Sarang, published by Oracle Press. "Core Java" (Horstmann) used to be my favorite, and it is good, too. But also, the Java Tutorials online are a tremendous resource.http://docs.oracle.com/javase/tutorial/
You didn't mention having learned about Interfaces yet, or making use of Listeners. I think these are pretty integral to writing well-structured Java. Also, with animation and the need for background or concurrent operations (like playing audio or loading resources) you'll need to understand more about threads. All the things I mention in this paragraph are well covered in the Sarang book I first cited.
I also recommend getting a good book or two on good OOP style (for example, hitting topics of design patterns and of coding practices that emphasize making code readable and easily revisable). What you can learn in a few hours of reading can save you countless hours of later frustration. There are quite a few good books available. I like the author Martin Fowler, for one.