You can go straight to SCEA. Should you? Well, that's another story.
Certifications test your knowledge on the one hand, but on the other, they take you on a learning path that is valued by the community. Tackling SCEA early on your career will be a challenge, but you will learn some very valuable information.
I did my SCJA (Sun Certified Java Associate) first, which is the entry level cert, and then did SCEA, which is the 'caulk of the walk' cert. Feel free to upstage me by going right to SCEA.