What next?
You should be proud of your creations to date, especially if this was your first attempt at programming. If some of the concepts, syntax, or projects are still not clear, then consider revisiting them after a break.
The one thing we haven't talked about is the even more new skills we need to progress further. The reason for this is that it very much depends on your initial motivation for reading this book.
Getting a programmer's job
If you want to be a Java employee, that is, working full time with a professional capacity for a medium or large company, then you will probably need a college degree, and this book hopefully has given you a glimpse into the world of programming and Java itself. If this describes you, then for further study, you could consider a more formal Java book, followed by a pure OOP book about object-oriented analysis and design. You could then move on to study design patterns.
Some of the best books that fit into these categories are Head First Object-Oriented...