I would start with other APIs besides Swing, unless you have a real nead for it. Apache Commons has several components, like daemon starting, logging, IO, application launching, db connection pools... And the best part is, the source is there for you to read.
Some other things to learn: how some of Java itself works. Hunt down souce code (Suns, an opn source, it doesn't matter), look at classes like StringBuffer, and see how they work.
Good luck space cowboy!