well opinions about java are very divided.
from my experiance it's not exactly language of choice.
most serious programmers i know say it's a language you sometimes can get away using rather than a language you actually should use.
but then again i don't know java too well. all i can tell you for sure is that i find idea of running your programs in VM somewhat inefficiet.
i started with C.
after that transition to most languages is a piece of cake. most of them were modelled after "the true language" as one of my friends calls C
about "for dummies" books: they are ok. good place to start.
but if i were you i would use free online resources, spending saved cash on second monitor to display manuals on
don't be afraid to throw yourself into deep water. it usually gives best resoults
oh and if i may suggest. use linux for learning. it usually comes with way better comunity support and many languages are supported out of box. plus you can do some damn cool stuff with it and that in terms gives you extra motivation