I believe the most interesting link is:

javaboutique.internet.com/.../

Also you can search the google with "java game  tutorial"

Are you trying to get trained in Java to be able to get work or just to
write your own games? When you say you’ve got no money, that usually
means that you can’t justify spending or borrowing the funds necessary
to buy the product. That reminds me of a time in college when I
bicycled 120 miles because I couldn’t afford the gas for my car. In
fact, I had just transferred my “surplus” funds into my savings account
and couldn’t justify taking some of it back out for a tank of gas, so I
called myself “broke”. If, however, you’re looking for work and want
to get properly trained with practical job experience, then that’s a
valuable investment that deserves taking a loan if necessary. You will
earn back far more than you invested. Training is cheaper than
ignorance. I recommend you take a look at www.tech-valley-usa.com
<http://www.tech-valley-usa.com/> and register and request a brochure.

just check this link, seems this tutorial  is some
thing better for a beginer

www.javaboutique.internet.com/
tutorials/Java_Game_Programming/