I found that Eclipse is only intimidating for a short while. It's a very powerful but still simple enough Java IDE, and it's probably the next logical step. Start with some simple stuff like developing a simple Swing UI, since Greenfoot was doing all of the core stuff for you. Once you understand what Greenfoot was "shielding" you from, it should feel as comfortable as when you're in Greenfoot. Heads-up: you will feel like a beginner again having trouble with little things until you get a hang of having full control over your project, but after that s'all good. Take my input with a grain of salt, I'm still getting the basics down outside of Greenfoot. I would recommend still doing some occasional stuff in Greenfoot to keep your confidence up and frustration down :D.

The word you're after is IDE (Integrated Development Environment) - and yes, Greenfoot is incredibly simple compared to the major professional IDEs. The complexity really lies in two categories as I see it, stuff in Java that Greenfoot hides (like packages for example) that most IDEs make very visible, and the sheer number of editing options available in a professional IDE. They're much more powerful and much more flexible, but with that comes a steeper learning curve. As long as you bare those things in mind when looking at a full IDE, and be prepared to learn some new concepts, then you shouldn't have an insurmountable task ahead of you, but you will need to take some time getting used to the new environment. FWIW, if you don't get along with Eclipse give Netbeans a try - it's no less powerful than Eclipse, but I do find it a bit more "beginner friendly".

There's also BlueJ, which is essentially the same as Greenfoot but without the built-in graphics API, meaning that it's suitable for developing (small) general-purpose Java apps.

@davmac that just made me suddenly interested in opening up BlueJ. I've had it installed since I installed Greenfoot but I've never really looked at it since. Sounds like a nice transition from Greenfoot to full-fledged IDEs!

Is there a book for learning java, plz give an axample I' ve already greenfoot en bluej book, now I'm looking for a real java book or something like that

Instead of buying an expensive book to learn Java, you could try a little "learning by doing" with this (or any other ;) ) tutorial: http://chortle.ccsu.edu/CS151/cs151java.html