I have done some basic OpenGL development in Delphi and Java as well. I used JOGL, as mentioned in others' replies, and I must conclude that although there is very little difference in programming OpenGL in Java using JOGL and programming OpenGL in other languages (Delphi, C++, etc...) it just doesn't feel right. It was driving me crazy to set it all up correctly and then writing stuff like
gl.glBegin (GL.GL_QUADS)
there seems to be a lot of superfuous gl, GL, GLU
to be written and it just gets in your way. Also the performance would be, I believe, much better if you used C++ or similar, NOT Java.
I am not saying hands off JOGL (Java+OpenGL), it can be done, and it really isn't too different, but... as I said. Give c++ a try, if you can.