When a program wants to write something let's say into a file, it first has to tell OS* which file we want to work with. The file gets "opened" and OS gives back a number called "file descriptor", let's say 13243. When we read or write to that file we have to tell OS: "Here is a file descriptor 13243, and here is the data that we write: Hello". And then OS writes the data. It doesn't need a file name anymore - it just needs this file descriptor (FD).
Note that writing to a console and reading user input from a console is pretty much the same as working with files. But instead of explicitly telling OS "open a console", it gets it opened when we start a process. So each program that you start has some FDs associated with it. Namely: 0 (Standard input), 1 (Standard output), 2 (Standard error). So each program can expect user input at FD=0 and print something in console at FD=1 and FD=2. Moreover if we were to close these file descriptors - our program would automatically finish.
Java has special objects created to work with standard I/O, they are accessible via System.in, System.out
and System.err. To simplify reading from System.in you may want to wrap System.in with java.util.Scanner.
* How does Java talk to OS? Let me remind you that JVM is just a program written in C++. This program reads instructions from class files and executes them. So if it's a C++, then it can also use C-libraries. Each OS has a list of those as part of its source code. And they do whatever is written there - e.g. they write bytes into disk and read them from disk. Thus JVM reads whatever we wrote in Java, translates this into C++ code which eventually invokes OS libs.