You say you already know C++ and Java, and that you never did a GUI before. That means:
- no matter if you go for a Java GUI or a C++ GUI, you will need to learn how to handle the GUI framework
- if you chose Java, you also need to learn how to interface between the two languages
So staying in C++ saves you one thing to learn. Well, it's always a good idea to learn something, but might be a bad idea to learn two new concepts at the same time. Anyway, the learning might be the smaller burden, I guess there is a lot of actual work involed, even when you use tools like SWIG.
You might want to know if writing a GUI in Java or doing it in C++ is easier. It depends on the chosen Framework. For Java, you have AWT and Swing which are part of the default Java distribution, and then there is SWT which is used by Eclipse, for example. For C++, there are many toolkits, with Qt, GTK and wxWidgets being the most popular ones, and all three support every major platform. Most of those "C++" GUI toolkits also have a Java binding or even a Java port, so you could use them with Java as well.
So far I've used Swing, Qt and a few others which don't help in your situation (The UI thingy that came with Borland C++ Builder and WinForms on .NET). Basically, the concepts are the same for all those frameworks, and I found none of them being harder or easier than the other. The only exception maybe Java, because I never got those LayoutManagers to work, even though the other toolkits have equivalents to LayoutManagers that are easy to master. But maybe thats just me.
People also will tell you that Java GUIs are always ugly and don't fit the host system. Well, most Java GUIs really are, but IMHO thats not because of Java, but because of bad programming. It takes two lines of code to let a Swing app adapt to the look and feel of the OS, and most programmers simply don't put enough effort into their Java GUIs to copy and paste those two lines... you can imagine how much they care about the rest of their GUI design.
For your current situation, I would recommend a C++ GUI, but if you know how your future plans look like, and if you know you will doing Java GUIs for the rest of your life, then it's probably ok to start that now and take the extra effort of .
And if you chose C++ for the GUI, people will tell you all kind of things to pull you in any direction. All of the three big portable frameworks have their pros and their cons, but I don't believe there is any single best or worst one among them. I'd recommend Qt simply because I already used it - but if I'd happten to have used GTK or wxWidgets instead, I'd probably suggest that.