I think this depends a lot on how much data you want to store and how you need to access it.
If your application is going to be collecting a lot of structured data, such as user profiles, or product information, ie, if your application is all about a database then, yes as others have commented some sort of SQL database would make sense.
If your needs are more along the lines of just storing some "session" information, maybe like the last state of a GUI form for example, you might want to just serialize the data and write it to a simple text file.
One simple way to do that would be to serialize the data in a human readable format such as JSON and then write the text to a file, and then read it back and deserialize it when you need to restore it from storage.
If this is what you are looking for take a look at gson (from google), it provides a very easy what to convert a java object to JSON and back again.
JSON, is just text, so you can just read and write it to a simple text file.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…