I am in the process of buying my Raspberry Pi but have already started looking at the development environment I will need. You may find what you are looking for in these very clear resources I found:
- http://adf4beginners.blogspot.co.uk/2013/04/how-to-get-java-embedded-suite-running.html
- http://docs.oracle.com/javame/config/cldc/rel/8/rpi/html/getstart_rpi/toc.htm
As Ryanteck mentioned, you will probably have to be running Raspbian (item number 1, the tutorial, uses that OS).
Good luck