There are many online sources for information about Java. Sun Microsystem's official Web site for Java topics is http://www.javasoft.com/; look here for the latest news, updates, and Java releases. www.javasoft.com is where you'll find the Java Developers Kit (JDK), which includes the compiler, the interpreter, and other tools. Another good source of Java information, including free applets, utility classes, and applications, is the Gamelan site, run by EarthWeb; its URL is http://www.gamelan.com.
You should also visit O'Reilly & Associates' Java site at http://www.ora.com/info/java. There you'll find information about other books in O'Reilly's Java series, and a pointer to the home page for Exploring Java, http://www.ora.com/catalog/expjava/, where you'll find the source code and examples for this book.
The comp.lang.java newsgroup can be a good source of information, announcements, and a place to ask intelligent questions.