For an absolute beginner I would recommend using no IDE at all.
IDE's are great and afford you a lot of conveniences but they do so by hiding a great deal of complexity, which is awesome but only if you understand the complexity that's being hidden, otherwise you just have gaps in your understanding. By starting with no IDE and just a simple text editor you are exposed to the whole picture and will help your core understanding of how the Java compiler and runtime environment really work. Once you've got a good handle on this and the compiling and running process becomes boring and monotonous to you then it's time to bring in a good IDE to do that stuff for you.
Personally I think Intellij is the top of the Java IDE pile. Even the free 'Community Edition' is a great IDE and includes a set of refactor tools that are brilliant. You'll probably not use any of those refactor tools for a long time but when you do you'll see what I mean.
Tim is right. Until you are confident at setting the CLASSPATH via the command line, avoid IDEs. I think, the only beginners who should use IDEs are people whose spelling is verry bbad; you can use the spellcheck and autocomplete features of the IDE to correct your spellings.
IDE's are great . . . .
. . . and people mentioned Eclipse IntelliJ and NetBeans. They are all good. I use Eclipse because I am more familiar with it than the others, and because it has a different compiler whose error messages I like.