The most important thing when you come from Java, is to forget about
new the way you were used to. The
new operator is
not the default way to create an object in C++ -- it is used for dynamic memory management, and requires a
delete to destroy an object. In modern C++, you should rarely use
new, and if you do, you directly encapsulate it into a smart pointer. This principle is called RAII, a crucial C++ idiom you should definitely have an in-depth look at.
Generally, don't think that because you know Java, it will be easy to learn C++. The language is fundamentally different, even if there are similarities on the first impression. The whole programming paradigm differs from Java, C++ uses less pure OOP and focuses on other abstraction techniques such as templates. There are also a lot of language features that are completely new, like global functions, operator overloading, const qualifiers, lambda expressions, pointers and references, typedef, ...
To sum up, if you really want to learn C++, read a good book. You won't learn the language from internet tutorials, most of them teach questionable and deprecated style. If you have a book, you can still skip basic language features like loops that are the same as in Java -- but already classes you should re-learn, because there are some important differences.
Here is a list of good C++ books. Be aware that it will take a lot of time to learn C++. Even if you know Java, C++ is far more complex and contains a lot of pitfalls and special rules you have to know in order to program efficiently. If it's just for SFML, you might also consider the JSFML binding for Java.