An IDE (Integrated Development Environment) gives you a code editor, compiler, debugger, and project manager in one window. You can write Java in a plain text editor, but an IDE catches errors as you type and automates the compile-run cycle.
I recommend IntelliJ IDEA Community Edition. It's free and widely used in the industry. Download it from jetbrains.com/idea/download. Pick the Community edition, not Ultimate.
Run the installer with default settings. On first launch, IntelliJ asks about themes and plugins. Pick the theme you prefer and skip the plugin page for now. You can always change these later in Settings.