To write Java well you have to understand object-oriented programming. I think first learning to program is easier without OOP, or GUIs for that matter. But if you already know the basics, learning OOP is a good next step.
Not trying to force you to use Python - I just thought I'd address some of your concerns.
You don't have to ship Python to your Windows users - there's a way to glue the Python runtime to your program and generate a standalone EXE (see py2exe.org). Also, a non-trivial Windows application will eventually need an installer. Which could install a Python runtime. But distribution is a problem for later.
Java on cell phones is a totally different beast than the regular JRE. Getting your desktop Java program to run on a phone is not an automated task by any means. Also don't forget that your desktop users have to have the JRE installed (and preferably running the same version).
Learning to program takes time. You will likely end up rewriting many of the earlier pieces of your app, and possibly have to reorganize it entirely. I see that you are trying to replace an existing system that is badly put together. That's a good motivator, but keep in mind that quick and dirty solutions are unlikely to produce a good result, at least not until you rewrite that first attempt. Having said that, there is a place for VB, and it has an undeservedly bad reputation.
My own programming language timeline went like this: QBasic, VB, PHP, C, Java, Python. Having gone through all of the above, Python seemed easy and well-designed. But the easy to learn part is at least somewhat influenced by having done similar things before.