Hey, partner.
The good news is, you don't need to pay private courses to become a Java developer. You can acquire the necessary knowledge by reading books. This is something that I strongly advise. You will need to have a lot of discipline, because you will have to read a lot. I do not see Java as a programming language, I see Java as a world. It is huge, there are too many things to learn. But, take your time. You can start by reading this book (which I think is great as all other books from the same series I already read):
Head First Object-Oriented Analysis and Design. This will give you a good idea of what OO is about. It is mandatory that you know the OO concepts before writing codes. And, after that, you can take the
SCJD, which is going to be a good experience for you as a Java developer. The best book for this certification is Andrew's
SCJD Exam with J2SE 5, Second Edition. Take a look at that, I'm sure you're gonna like it. And also, learn about design
patterns. It is also mandatory.
A good way to learn is taking certifications: I'm finishing the Swing part of my SCJD. Right after that, I'll submit it, and I'm already studying for the SCBCD. I strongly recommend it. But this is just the beginning. And also, do not stop taking part on discussions in Java forums (specially JavaRanch, which is the biggest for sure).
But the bottom line is: do not stop reading books about Java. There will be a time when everything related to Java will sound natural for you. You will then start realizing that you are getting there.