Practicing the basic concepts of java.

One thing that I would do is to do a course or break up a course into parts and then go to an IDE (IntelliJ, Netbeans, Eclipse, etc.) and try to re-create whatever was in the lesson from memory. Just do this with all the courses. Eventually, some things like building new classes, creating main methods, and making constructors/methods/variables will start to come as second nature to you. Just keep practicing, you'll know when and where to use different things.

And don't fret, you won't always be right. Especially when it comes to optimization. There will almost always be a way to better optimize your code or better ways of doing certain things for security, performance or other reasons.

One thing I would suggest is trying to read or break down other people's code. Some code may look very advanced, but when you start with the main method and kinda break it down from there, you'll eventually start to understand how things work. Github is a great place for this. Here's a link to my friend's game: TextFighter. And a link to my slightly more advanced, yet far less finished game and the API I made for it: Visionless, ModestAPI.

One program that I try to recreate almost yearly (improving on the previous year's version), is a Magic 8 Ball style game. Maybe try making a word sorting program, that asks for words. Then once it's done asking, sort them alphabetically and output them to the user.

Look at your surroundings. Object-oriented programming will help you dissect different objects to figure out their functions, what they do, what they hold, etc. Take the Pez Dispenser course for example, and use those concepts to build a program based on say.. a vacuum cleaner!