Hi!
Got the same problem a while ago. Even after reading the wiki, userguide an browsing the forums u dont really know where to start. The information is there but a little "hidden". So heres what I have done (using Windows - for Linux its similar but other native libraries):
1. Download the JOGL autobuild from here:
http://jogamp.org/deployment/autobuilds/ (I used this one
http://jogamp.org/deployment/autobuilds/jogl-2010-06-15_22-33-09/build/)
2. Extract ur platform .zip and add gluegen-rt.jar, jogl.all.jar and nativewindow.all.jar to ur classpath
3. Add the native libraries gluegen-rt.dll, jogl_desktop.dll and nativewindow_awt.dll to ur path
4. Copy/Paste this simple one class example
http://github.com/sgothel/jogl-demos/blob/master/src/demos/gears/Gears.java ("Gears" example from the JOGL-Demos github repository)
5. Compile and enjoy Java OpenGL:)
Hope that helps to get started ...