I think it helps to narrow down your focus to a subset when first learning Java.
The specific classes and areas of interest for the
SCJP / OCJP exam objectives seem like a good place to start. The exam includes some essential I/O, Collections, utilities, Exceptions, and of course, the wrapper classes. ( I might have missed a few, but you get the idea. ) An SCJP preparation book can also help guide you with a little more detail, once you get an understanding of the basic language syntax.