Most of my uni classes have been in Java, and while I think there's a fair amount of irony in teaching, say, algorithm efficiency in a slow interpreted language, it's a good place to start.
Java and C++ have a lot of the same syntax (basic operators and flow control are almost completely the same, and the OOP stuff like the new keyword will become very familiar in either case), so you can really start with either one and move to the other. I'm in a class right now called "C++ for Java programmers"- I know a substantive amount of C and a little bit of C++, so what I'm really taking out of this class is the difference between Java and C++.
To put it simply, Java is sort of the "easier" language to start with. You don't have to deal much with pointers, as The_E said, which can be helpful early on but won't help at all in the long run unless you learn them early on. Also, Java has a very nifty garbage collector which automatically gets rid of anything you're no longer using. C++ makes you do this yourself- Once you no longer want to use an object, you'll have to delete it explicitly or you'll have a memory leak (basically, an accumulation of objects (memory) that your program is no longer using meaningfully but has not deallocated).
If I had it my way, the uni class I've taken would be in C or C++, as IMO (and this is a very uneducated opinion coming from a uni student, but take it for what it's worth) it's better to learn the complicated, routine stuff early on so you understand what's being done once you get to a higher level language like Java.
Also, one more thing
Do not write a game in Java
Looking at you, Notch
Seriously wtf I get 3 fps at times