Hey,
If you want to know which software you need to program java games (or any other java application for that matter), I'm guessing you don't have much experience using java.
First, to answer your question, Studio will certainly do to create java. But even notepad will suffice. The only thing you really need to have is a SDK, you can get it from the Sun site.
Second, You should ask yourself if java is the language to program in. Java is well suited for developing games. But it is also a very powerful general purpose language, so it can be very overwhelming. Maybe you should think of the alternatives?
Flash: Has much better browser support than applets, so if you want to make an online game, this is probably a better choice. Don't be afraid of the possibilities in flash, unless you want to do 3d. You don't want do to 3d yet.
PHP: if your game is text based, you might want to program it in PHP. It is mostly used for multi-user-"dungeons"(fill that in as you want).
If you really want to learn how to program in java, I suggest you don't start on your game just yet. Try this PDF for starters: http://www.mindview.net/Books/TIJ/. The java tutorial is also pretty good, but cover the basics first: http://java.sun.com/docs/books/tutorial/ . I also suggest you don't start programming in an IDE(for you: Sun studio) until you start working with multiple classes. I suggest JEdit for "basic"(it has a million features, don't worry) programming. Later you can start to learn Sun Studio (Or Eclipse, if I can lodge in my preference), but be careful: these programs are excellent, and will spare you hours of work, but only if you spend (a lot) of time on how to use them properly.
As a final thought: the web is your friend. There are tons of good resources on the web for developing games, and lots of them focus on java. A good place for info is http://www.gamedev.net/, lots of articles, and helpful hints on choosing language, tile games, etc... Another specific one is http://www.brackeen.com/javagamebook/. It has working code for a tile-based game, and it even has a software 3d engine. It also has good for for detecting mouse and keyboard actions. Get more experience before you start with these ones, though.
Good luck!