Figure out what you need to know for the class and make a program using it. For the Java class I took, that was mostly classes, polymorphism, inheritance, methods, variables, arrays, strings, loops, control statements, return values, references, AWT, Swing, recursive functions, and basic file I/O. Also key built-in things like MouseEvents, ActionEvents, Graphics type and drawing using it, vectors and other list types. Multithreading would also be a good start. We didn't cover exceptions very much IIRC, but they are a critical part of the language and would be good to learn (They're absolutely vital, really).
According to one of my math professors during lecture, Nobody ever taught anybody anything.