While you can use a text editor like Notepad++, that limits your code to what the Janino JIT compiler can handle; without getting into a bunch of details, that means editing a few things will get pretty scary. Not only that, but the only way you'll get bug reports is via StarSector's logs, which makes things a little slow if this is your first time learning to code, because you'll have to wait for the game to crash, scroll down through the log to see the error, find the line where it happened, etc., etc.
I strongly suggest that, instead of doing it that way, which is slow and inefficient, set up an IDE. IDEs are great, because they'll catch code bugs as you write them, give helpful explanations about structural things you can do, etc., etc., and they're the easiest way to compile a JAR (it's like a DLL- a pre-compiled bit of code SS can use), which is necessary if your mod's code gets really big, as otherwise startup times can increase a bit. This is one of those things where it's a little hard at first, but will save you lots of time in the future.
I'm currently using NetBeans, which is easy to use and configure. There are lots of IDEs for Java, but NetBeans is a very solid, well-supported one and it's easy to set up.
LazyWizard wrote up a great newbie tutorial on how to set up your mod to compile and all that here.