If you're brand new to Java, you'll want to learn the language itself first. In that case it would be better to use a simple text editor (I wouldn't use Notepad which is included with Windows, but for example
Notepad++ is very good), so that you don't have to worry about learning a completely new programming language and also how the IDE works at the same time.
Eclipse, for example, is not a simple program if you've never seen it before. To use it well, you'll have to understand that it is organized in perspectives, you'll have to learn Eclipse's UI, you'll have to learn how it organizes your source files into projects and what all the different settings and options mean. If you just use a simple text editor, you can concentrate on learning programming in Java first and you won't be distracted by the complications of the IDE.
When you just use a text editor and the command line, you'll also learn the mechanics of the classpath, how the Java compiler and runtime environment find class files, how to organize your source code etc. This is very useful knowledge. When you use an IDE, you usually don't set up the classpath yourself - the IDE takes care of all of that for you. But when you someday need to run your program outside the IDE, you'll have to know how to set up the classpath yourself anyway.
So, first learn Java using a text editor that doesn't get in your way. If you feel you are comfortable using the language and with compiling and running small to medium-sized programs from the command line, you can try using an IDE such as Eclipse.