lol ya, Windows since like 95 (I think) has come with a JVM, but if you want to compile, you should go get the J2SE from java.sun.com. Its kinda crazy on the Sun Java site, because they never exactly tell you what your downloading
. I can see exactly how you could get lost, and I got lost TONS when I tried to get the JDK 1.3 which had been renamed or something to J2SE.
Anyhows, I am 14, and started with Java just recently, but I stated with C/C++ about ooh say 2 years ago. I was about 12 or 13 when I started but never really did anything groundbreaking with it
. I DID manage to aquire the worlds largest collection of "Hello World!" programs though
. It can seem really daunting at first, but just keep at it, and invest $50 in a good C++ book would be my advice