Note, getting a JVM is relatively trivial (the bit which executes the Java code). Class libraries are harder (which contain code to display windows and graphics etc.), but met by things such as GNU Classpath.

However, getting Java within a web browser is another matter. Opera provides a hook for plugins, which the Flash plugin uses. However, unless it's documented and a plugin is written to bind Java and Opera together, it won't be easy to get Java applets displayed in the web browser.