Sato, you should install Eclipse. I actually had it installed on my computer and I've been using it for 6 months before realizing I didn't even have the JDK (Java Development Kit) installed. It worked anyways, so that's quite wonderful.
If you want to make games quite easily in Java, I suggest you take a look at the Slick library, to add it to a Java project you just have to import two files, slick.jar and lwgjl.jar (sumthin liek dat). Then you add images and you manage all game elements programmatically.
I am currently making a nice framework to manage procedural platform level creation. I can't really go into details because it's a project I am doing with a friend.
C# is great for games if you use XNA or Unity.
Java makes it very easy to program.
GameMaker is a solid basic game engine, but it's the programming part that limits me.
I recently deleted eclipse due to having no interest in Java, but now that I do, I suppose I'll reinstall it.
Which version is best? They have so many on their site, it's hard to pick.