There may be problems with the java code you write (I certainly tend to have). There is an inbuilt debugger in jDeveloper.
You can toggle breakpoints by double-clicking on the left white space just outside of the code editing window. Breakpoints look like small red dots. Current line where execution is going looks like red arrow on the same area.
You start the debugger with the icon that looks like a small ladybug. Its tooltip says Debug <name of your java class>.
Value of the variables are by default in the window at the bottom of the screen but you are free to move windows, close and open to set the environment to fit your likes.
You terminate debugging session by pressing the big red square next to the start debugging icon. Following icons allow you to step through the source code either jumping into or over calls to other classes.