So, this is the simplest applet we can come up with, a blue screen. We make it blue because we want to be able to differentiate between a screen in which we can't see anything and screens where we can see an object that fills up our entire screen only it is black because it isn't lit properly.
This is more a test than anything else. If the above applet doesn't work for you, make sure that you have the newest version of the Java plugin. In addition, you will need to download JOGL and install it. It should consist of 3 files: jogl.jar, jogl.dll, jogl_cg.dll (on windows, there are equivalents for Linux and such). jogl.jar goes in $PATH_TO_JRE$\lib\ext, and the two shared libs go in the bin directory or whereever you find the other shared libs java needs.