Read the JavaDocs. Especially the java.util.Collections framework. The core Java library is extremely well documented for the most part.
I also tend to browse the source to get a good understanding of how things work. You should java the src.zip set up so you can browse inside JDK classes. It will also teach you good design; learn from the masters!
Some very useful commands to memorize in eclipse:
Ctrl-Shift-T
Open Type: search as you type a class name, select it to jump directly to it. You do not need to know the package, it searches all classes by their simple names.
F4
Open Type Hierarchy. With the cursor on any class reference in source or on a class in the package explorer, hitting F4 will open a type hierarchy.
Ctrl-T Quick type hierarchy. It's like F4 but opens a quick popup browser. Very convenient. My favorite use is to place it on an interface, and Ctrl-T will list all implementing classes.