Java is a fine computer language. It currently finds application in devices ranging from cell phones, to enterprise commerce systems, to supercomputers. By some measures it is the most popular programming language now in use. For that reason it's probably fair to say Java is a language every serious programmer should learn, even if it is just to have a Java perspective.
That said, I'm not sure that it should be a "first language" in this day and age. Java is a very formal and structured language, and requires some conceptual computer science thinking for efficient design and use.
Perhaps if you are in a CS curricula and Java is part of the course plan, you'll be fine. I'm not so sure that it is as easy to just Google "java tutorial" and the "java web tutorial" and build it up on your own.
I'd say go with PHP (sidebar), or Python, or Ruby as a first language, and then come back to Java if-and-when you need it.
Update: Greenfoot might offer a gentle Java introduction.
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