Many instructors, including myself, start students out at the command line when we teach programming. With all the great tools out there, why bother? It's not like you start out a basic computer class with an old floppy-disk based system and start teaching the students how to run Windows or OS X by having them boot up CP/M or Integer BASIC.
The main reason I do it, even though I move on to a graphical integrated development environment (IDE) pretty quickly, is that it's important to understand what your tools are doing for you. Also, it's important to be able to work with your program files outside the IDE.
Your program is saved in a file, or a group of files. You should know how to recognize those files, and where to find them. They may be stored in a special directory for that programming project. You should know what it is named, and where to find it. At least well enough that you can recognize it when you do a file search.
You also may end up in a situation where you don't have the IDE but want to get something done. If you've taken a copy of your program to a friend's system, you should know how to run the program without the IDE. You should know which file is the source code and which is the compiled version that you want to actually run. And, since you're doing it with someone looking over your shoulder, you'll want to be able to do it without a lot of hemming and hawing and trying to remember how to start the program. Which means you'll want to be familiar with how it's done. You will also want to know how to check which version of Java is on the system, so if they're running a JVM from the days of the cavemen, you'll know. (And wouldn't it be nice to know how to install a newer one for them without any trouble?)
So don't let the command line put you off. Even if you've started with an IDE, go ahead and use the command line sometime to do the basic tasks of showing your source file's contents, compiling your source file, and running it.