It finally happened! The two ingredients I needed actually came together: I found some time and I found a compiler. For now, at least, I'm using a program called jGRASP. It seems pretty sleek and fast, and it doesn't have a bunch of junk I don't need like NetBeans. I wasn't a fan of that one.
I plugged in the code that David Reilly gives on his website, made a few syntax tweeks to make it familiar, and WHAM-O! It works! The next step will be to start making it my own: Setting up the rooms, adding decriptions, etc. What I'm thinking for now is that I'll start off with three rooms. The first will be a shoreline where the player "wakes up", then an area with a cave entrance, and finally a store room or something. I'm just keeping things simple so I can work out any bugs that come up. I'm not going to worry about items or weapons or anything for a while still.
Ah, it feels good to get started! I'll keep you posted.