Currently, there are four Java IDEs. IDE means Integrated Development Environment and is supposed to be all-in-one suite for development of applications. Technically you can develop Java applications in Notepad, but only madman would do that.
Least used is Oracle JDeveloper, which is aimed solely at integration with Oracle database server. Otherwise it's rubbish.
Another is IntelliJ IDEA, which is the only IDE for Java, that isn't free. You can try community edition, which is free.
Next is NetBeans, which is official IDE from Oracle. Whenever Oracle releases new Java feature, NetBeans is first to have support for it.
Most used is Eclipse. Every popular IDE has modular structure, so that 3rd party companies can create plugins that extend functionality, something like Firefox browser. Eclipse has most plugins. It's best IDE for you if you use open source frameworks like Spring.
If you want to download Eclipse, you have to choose from several packages. Every package čconsists of base Eclipse IDE and essential plugins for different kind of programmers, such as Java SE developers, Java EE developers and so on. Choose one package, download it, simply unzip it and run eclipse.exe.