1. Have a deadline
Without a deadline the study takes to long. You will never know everything. Don't try to replace compiler.
2. Have a good learn resource.
It's the core. You don't want to read 700 pages books. Keep it short and efficient. The first book is SCJP Sun Certified Programmer for Java 6 Exam 310-065
Second study source is Whizlabs certification preparation software. For 50$ you get a account with 8 mock exams. If you keep score over 85% you are prepared for the exam.Finally don't forget you need just 58% to pass.