Don't create scripts just yet, learn how Java works before anything. You will need to know how to declare variables, create classes, if statements, etc. It will only take a day or two to get the basics.
Atom is amazing - much better than Sublime and the best thing it is free.
Android Studio is based off of IntelliJ so you can use that for Android. Well, if you want to install another IDE.
What IDE does everyone using when scripting or general programming in Java?
I was using Eclipse, but switched to IntelliJ because the auto code completion saves so much time. I know Eclipse has it too, but it's nothing compared to IntelliJ - none of that Ctrl + Space.