Don't know exactly the SFML's Java Binding status but i would stick to Java.
Ultra high performances, low level system access and educational purposes put aside, there's no advantage in learning C++ as the learning curve is quite difficult to overcome regarding the reward.
If your purpose is to make a game then start making a game in a language you already master.
There's plenty of intellectual tasks that will show off on their own during the process (mathematical, logical etc.), you just DON'T want to add another difficulty.
If your purpose is to bring girls home then you should learn playing the guitar instead of loosing your time.