U can start using Nokia developer suite for J2ME,To emulate ur apps, Nokia PCSuite coud be used to transfer ur JAR to ur mobile device.
The User guide along with Nokia Developer suite will help in start Developing.
Also different Documents are available in Forum noikia ;which helps a new bie to start developing.Also Dont forget to search on net!
U can use any IDE like Netbeans or Eclipse for writing code.
A basic Java knowledge would be an added advantage for learning J2ME