First of all, if you are learning a programming language, DO NOT BLOODY USE AN IDE. Use it only when you've had a decent grasp on the subject/content of the language.
AN IDE will complete most of the tasks for you and you wont learn a god damn thing. I suggest you to use simple text editors with syntax highlighting like Notepad++ or even Sublime Text 2. Both are free.
And as far as which IDE to use, there's whole lot of debate to that topic it self as its more of a personal choice. But you'd find Eclipse to be more user friendly and visually pleasing.
Second off, you just cannot compile java source using "java" from cmd. You will have to include its path in the PATH variable in your environment settings on Windows.
Thirdly, If you do not want to purchase any book or scroll through ebook pdf's, I suggest you to download the Official Java docs from Oracle site. They have their own tutorials with examples. That's where I started. Sun Tutorials + Java Docs = Best reliable source as it directly comes from them and you also have all the necessary information you'd ever need about the language (classes, methods, interfaces etc.) right there on your system as offline content. The best part about this approach is, if you want to check out any particular class, just search that in Windows Start. example, you want to search for documentation of Strings. Simple click Start, type Strings.html.
There. You will have the page. (Provided you've included the docs & tutorial folders in your Windows Search Index). This was the way I learned and it was pretty beneficial.