public static void main(String args[]) {
System.out.println("Hello World");
}
Then some friendly upperclassman who told you to write that out on paper introduced you to somewhere for you to type your code in, and then introduced you to saving that file, compiling that file, and finally running it. Wallah, "Hello World" printed.
That "somewhere for you to type your code in" may well have been Notepad that nearly every version of Microsoft Windows comes with. I pray that your text editor was not a full blown word processor like Microsoft Word, because you definitely do not want your program saved as a .doc file; it's just not going to compile with all of the hidden formatting data MSWord includes by default. It's a pain.
Hopefully at some point, somebody or some programming resource pointed you out to something called an IDE. "IDE" stands for "Integrated Development Environment." In layman's terms, that basically means "text editor that makes it easier to code." An IDE often includes an automatic code formatter that fixes indentation or catches syntax errors, a debugger that helps with verifying code, and automatic code compilation and running, so you don't have to switch windows to run your code.
While terminal-based text editors like vim, emacs, and nano are great for fast edits and simply not needing to drop outside of the convenient terminal, IDEs are very useful for a more visual debugging experience, but using text editors prevents one from being handicapped by an IDE's autocompletion feature. This is not to say autocompletion features are not available in text editors, but they usually require extra configuration on the developer's part. Both terminal-lovers and IDE-users aim for the same effect: minimizing the context switching needed in order to code, test, debug, and improve code.
Eclipse, the most widely used Java IDE in industry
NetBeans IDE 7.1: Key to the Java EE 6 Platform. (2012, March 1). NetBeans IDE 7.1: Key to the Java EE 6 Platform. Retrieved May 17, 2014, from http://www.oracle.com/technetwork/articles/java/unlocking-1540042.html