Confusion in JAVA.................???

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I want to Learn java Programming.
Is this a Good Decision???

Of course! Learning something new is always a great decision. No matter what you set out to learn.

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Please Suggest me and tell me what should I do in Java programming First...???

It doesn't matter too much. In the beginning so many things are new, I think the best advice I can give someone starting out is, get used to the black box idea. Realize that there are just some things you have to accept as "this is the way it works for now" and once you pick up on enough background these things will become clear. Only when you know most of it, does it start to fit together. But if you stick with it, happy days are in the future.

Rely on your favorite search engine. They work. My searches usually begin with the keyword java and include the whole question. Watch for search results containing oracle. These are usually either the documentation for a java class or a tutorial on the use of said class. Very handy. Even if you do not get a complete understanding from either of these two places, they do provide enough details to give an idea and some more keywords to search.