A major advantage of Java is that it is platform independent.
However, a solid IDE can ease the process as well as provide a large number of features to make your development much easier. Oracle's Java Development Kit (JDK) is what provides the Java compiler that you actually need to build your code and get it to run. More than anything, it is important to understand the concepts of the Java language before you go too far in development because understanding those concepts can be the difference between a successful application and a failure (which will, ultimately, discourage you and perhaps cause you to give up).
I'll answer each of your questions separately.
