Haven't tried learning java mysql, but for anything I have wanted to teach myself I find a well recommended book on Amazon is the best way of approaching it.
Using resources on the internet as a reference, or to keep your knowledge topped up is good, but you risk learning bad habits and not covering the subject properly. Whereas a book catered for the beginner will give you a lot of background knowledge and will be teaching your step by step.
When you saw you want to learn Java, I assume you mean for the web, JSP? Don't confuse it will the application language. And SQL, though syntax is simular, which engine will you be learning to work with?