First Steps

To begin with this work is necessary to install in your beloved computer some pieces of software.
The first of them will be the last version of the JDK (Java Development Kit) which includes:

the Java Runtime Environment (JRE)

command-line development tools, such as compilers and debuggers, that are necessary or useful for developing applets and applications

in this place: Java SE Downloads
Then we will need (since we want to program for mobile devices) the J2ME Wireless Edition (j2 micro edition) in this page: Java ME Downloads

With this we can start wireless programming, althought later we could want to install more advanced IDEs like NetBeans or something like that, which simplify our life in some senses, but make it more difficult in others.

Let's start with a "Hallo World" :)