For me personally I learnt from home using a book (Deitel Java How to Program 4th Edition) then joined an online course. It all depends on your experience and knowledge of the language. One other thing to consider is what sort of area of the Java sphere you want to delve into. Is it Applets, video games or even desktop applications? Java is used less and less as a web scripting tool nowadays but does still have feet in back end development.
If you want to get into games, then learning the Light Weight Java Gaming Library (lwjgl) is also a fantastic way to get started. Overall, you are going to need a portfolio of projects and experience before attempting to break into the JRE outside paid world. Best of luck to you.
Wishes Ada x