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I have to click my window before interacting with my game

I have a simple game and when I run the program I have to click on the window before the game will accept user input.
When I play games like The Binding of Isaac they accept user input on the main menu without me ever clicking them.
Is there a way to set the focus of my keyboard to my game without clicking it first? There was another question on this: Have to click before pressing key , but it was left unanswered.

Call window.requestFocus(); after calling main.start() so you override any other focus request done in the meanwhile

If you have JFrame, or something like this (something inherited from java.awt.Component), you can try:
window.requestFocus();
Link to javadoc
EDIT:
In case of JFrame, I have found this question:
How to focus a JFrame?
One of the answer is the same as I advice
This can help you

How to create my custom SWT control selectable?

I can make control extending Composite or Canvas.
How to make it selectable? I.e. how to make it behave like Button? Button is disabled for extend. I see a lot of unportable code inside it.
So how to make Button-like control of myself?
Should I process mouse and keyboard events myself or there is some premade functionality to utilize?

You will have to handle the events yourself. I'll give you a couple of hints and references here:
First of all, make sure you read this: Creating Your Own Widgets using SWT
Have a look at SquareButton. It's a custom Button widget and should contain all the code you need.
Here is a very related SO question.
Hope this helps.

Canvas is for drawing from "inside". So, you have to create your own UI input. As here.

How to make "pages" in a java program

I have a question.
I just started with Java and may have some small basic things. Now I wonder how a kind of pages (sections) in a program makes.
I do not mean some kind of tabbed panel, or if you click on a button that a text is visible.
I mean that for example all over the screen a separate part of the program looks. As the main menu of a game.
There is nothing else than the main menu visible at that time. If you for example a button from that menu click. The game is loading.
(I'm using the building of a standard game as an example)
If you for example the main menu click on another button (eg "Settings")
Then wort settings "page" is visible, and there is nothing else that the program is really doing.
I do not know how this type of navigation is called. But almost every program does have something.
How can I do this too? What should I do for example, as a new file, import the classes of a particular page, or something?

You seem to be searching for CardLayout. As shown here.

I think you should look for "state machines", which is a way for structuring your code, and implement your menu changing swing components (like JPanel, for example) in a JFrame. If I understand what you want, I think this can be an option.

There is no short answer, but based on your question, you need to read alot. I would suggest the swing tutorial It explains use of Panels, Frames, Layout managers and other containers.
You can also use the Matisse builder in netbeans (relevant plugin in eclipse)

java - deactivate a listener

I have a general question regarding listeners.
Lets say I have two JTabbedPanes and both have a ChangeListener. They are both displayed and I want them both to show the same pane (index) so when a user changes the selected pane in one the other changes too.
In brief, one JTabbedPane listener changes the other JTabbedPane using setSelectedTab().
Obviously, the first listener will activate the second listener and the second will reactivate the first in an endless operation.
This will be solved with booleans.
Is there a smarter way to do it?
Is there a way to change a tab without triggering the Listener?
Is there a way to activate the listener only when a user changes it and not the code?
Thank you.
BTW: I always have the same questions with buttons. But with buttons I take the code from the listener and put it in a method. when One button needs to activate a button it calls its code. But in JTabbedPane it is different.

The simple solution is to act only when necessary. For example:
if(currentTab != desiredTab) {
// change tab
}
That will prevent an infinite loop.
If you need to be able to switch the behavior on and off, then using a boolean flag isn't a bad way to go about it. The alternative is the remove the listener, using removeChangeListener. The flag may be more performant as it may avoid memory allocation and deallocation, but a lot depends on the other details of your situation.

share the selectionModel, like
secondTabbedPane.setModel(otherTabbedPane.getModel());

How do I keep keyboard focus on a single component?

I need to keep keyboard input focus on a single component inside a JPanel. It's for an application with a on-screen-keyboard.

Not sure I really understand the question. But you can try something like:
otherComponents.setFocusable( false );
You also might need to use a custom FocusTraversalPolicy.
If you need more help then post a SSCCE that demonstrates the problem.

You better put the focus back to the component (component.grabFocus()) after pressing a button on the on-screen keyboard.
Or you could set focus listener (component.addFocusListener(FocusListener l)) and never let go of the focus by calling grabFocus() in the focusLost() method of FocusListener.

This will give you focus on your singleComponent when opening your Frame, without having to change the focus policy of enything else: singleComponent.requestFocusInWindow(); Since the focus will not freeze, you will need to setFocusable(false) for the other components like camicr suggests.

Just a guess: take a look at the InputVerifier.