What you need to know about GUI...
This is my GUI. There are many like it, but this one is mine.
My GUI is my best friend. It is my life. I must master it as I must master my life.
My GUI, without me, is useless. Without my GUI, I am useless. ...
In other words: There are many options, there is not "the one".
I can suggest Swing as a good approach for a first attempt.