Is Java the right language for me?

I have some experience with programming in languages such as C++,
Fortran, VBA, Matlab, etc. but i've never created a standalone
executable program. I would like to do this and have a modern looking
GUI. I've been teaching myself Java because that seems to be what
people are recommending for my needs, but i'm confused. How do Java
applications become .exe programs? It seems like most windows
applications are created using Visual Basic. Can someone advise me on
what language might be best to start learning to create standalone,
broadly compatible application (possibly web applications as well)?