You may already have Java installed on your machine. You can check by opening a terminal window and running the java -version command, as shown next (macOS):

You can see that this machine is running Java version 1.8.0, or more commonly, JDK 8 (the 1. prefix is unspoken). You should have the current version. If you do not have Java or need to upgrade, browse to the Java SE Downloads web page, http://www.oracle.com/technetwork/java/javase/downloads/index.html, and get it.

Look for the Java Platform (JDK) button icon, as shown in the following image; it will take you to the Downloads page:

Choose the package for your system. For example, for a macOS, choose Mac OS X; for Windows, choose Windows x64. After the file is downloaded, open it and follow the installation instructions.

Make a note of the installation directory for later reference.

Once installed, open a fresh terminal window and run java -version once more to verify.