As WolfTone suggestions, a specific site which may offer you an understandable walk-through using the built in package manager is at
https://jdk-distros.dev.java.net/ubuntu.html

Manual Installation Notes:
Only the first created user can use sudo. If you are logging on as a user created after your default first user was made, unless this name has been added to the file /etc/sudoers they will not be able to do administrative things like run things as root. Only the first user is able to this by default. Incidentally you need sudo rights to add users to the /etc/sudoers file.

As for when you download an executable file and wish to run it, this is a different matter and not to be undertaken lightly. When you do not install through the package manager the system has no way to know how to uninstall things for instance. Before I tell you how to do this, I wanted to give you the obligatory warning. Anyhow, for things such as .bin files, you enter a terminal or console by pressing ctrl-alt-F1 and log in as your usual name and password. Then you navigate to the directory where you placed the file. Normally this would be done by something like: cd ~/ then: ls to make sure the file is indeed there. You need to make sure it is executable, by: sudo chmod +x <filename> it will ask for a password, put in your normal password. Then to actually run the file: sudo ./<filename>

From there the program will run.If the program hangs up and you need to exit it, press ctrl-c
To exit the console and return to the desktop, type: exit and then press alt-F7

You can find answers to most questions ubuntu on irc at irc.freenode.net
The channel would be #ubuntu or #kubuntu or #xubuntu depending of course on your flavour. You may even find me there on occasion, as name genii.

Executing as root depends on whether you are using KDE (Kubuntu) this would be kdesu <progname> Gnome (regular Ubuntu) this would be gksudo <progname> or executing from a terminal/console which is sudo <progname>

Likely the password which is being asked for is your password when you login to your window manager (KDE or Gnome). This would be the same password you enter when administrative duties need to be done, adding and removing programs for example or changing system settings and so on.

You can also find help at these places:

https://help.ubuntu.com/
http://ubuntuforums.org/