As it is mentioned above, it depends what you want to do.
While it's not it's only applicable function, I'd use python mainly for scripting (automating certain stuff). If I want to test something quickly or just test some logic I'd write it in python.
As far as Java is concerned I've never wrote anything in it, but I'd mainly use it for some "more serious projects". @
goneflud provided you with an excellent article with a more in-depth explanation about the difference between the two.
If you're just starting to get into programming, most beginners prefer to get into Python first as it's the easiest to understand because you don't really need to worry too much with what's going on "under the hub".
Beauty in the flaw, grace of imperfection.