If you want an interactive option for use with java try using Dr Java or JGrasp, they both provide the same interactive option as does IDLE for python, plus being a fully based IDE with a debugger I prefer JGrasp to Dr Java. They also have a Dr Python so if you get used to Dr Java you can also use it with Python.
Also Dr Java has a feature in which you can select from beginner, intermediate, advanced and full Java in order to limit what you can do with the language as you learn it. I never use that feature as I dont see the point in restricting parts of the langaue but I guess some teachers utilize it while teaching there student.