My first foray into Java programming was an online Java Applet Workshop created by IBM. The class is available from:
It's really not a very good first Java class, but that's only because it assumes that you already know a bit of Java. They also have another class, Introduction to Java that wasn't available for free at the time I took the Applet class that should be considered a prerequisite for the Applet class. Naturally, I took this Introduction class later, but by then I had already read most of Thinking In Java, 2nd ed., which is a much better way to learn Java.
The project in the Applet class was to make an applet that scrolled a panoramic image around in a loop. Just to show that I actually did take the class (all 37 parts), here's my version of the class project:
Source code (corresponding Javadoc)
Naturally, my version has a few enhancements and some of my own style added in. Enhancements include: