I would say the process of learning depends on every individual. Like what style suits someone. The asking of 'why' and 'how' makes it possible to understand a particular tech deeply. It may be through online courses, in-depth book reading, via class notes, through professor's lectures, through online forums, articles, etc. Just whatever works.
There is no shortcut to learning anything, and the same thing is for learning java. If you want to master the language then you have to set up it on your system and start the practice of it. Download and install JDK (Java Developement Kit),JRE(Java Runtime Environment) and any IDE with whom you are comfortable.
