First of all, Greenfoot is where to start :D. So good job with step 1.
A few suggestions for where to start coding:
- Try making a simple game that only uses images moving horizontally and vertically.
- Have this open while you code, so you can see what you're allowed to write.
- Post any questions you have on Greenfoot, people answer pretty quick (a day or less) :D
- Play some other people's games and see if you can figure out how they might have made them, then click "Open in Greenfoot" (if it's available for the game) and see if you were right :D.
- Make a few different styles of games until you feel confident enough to move onto some more creative stuff. (Never feel that you're making games that are "too simple". Everybody is very proud of when they first made a crab move when you hit a button.)
http://docs.oracle.com/javase/tutorial/index.html
The site listed above has links to on-line Java language tutorials, as well as API documentation. It has a wealth of information for the new Java programmer. The section under 'What's new' called 'Trails covering the basics' is where you would want to start.
The Oracle tutorials while good could be a bit heavy if you're just starting out with Greenfoot and won't teach you any Greenfoot related things either.
Perhaps the best place to start with Greenfoot is the tutorials on this page which you can follow through: http://www.greenfoot.org/doc
And of course there's the book if you want to work through something like that.