To start working with Prometheus in Java, a Hello World example using client_java library is provided.
First step includes creating a new maven project 'prometheus-demos' and updating pom.xml with necessary Prometheus dependencies.
Second step involves creating a package 'com.sample.app' and defining the PrometheusHelloWorld application.
Once the application is running, metrics can be viewed by accessing the URL http://localhost:8080/metrics and configuration should be added to the prometheus.yml file.