Welcome to the Ranch, Sivakumar!
Actually, a LOT of programming languages -- and some operating systems -- don't like source filenames to begin with a non-alphabetic character. I doubt I've ever named anything other than data starting with a number.
For single-file programs, you could always suffix the filename with a sequence number. That will affect the name of the class, but for training purposes, who really cares if you name a file and class "TestPrint01.java"? Just remember that by Java convention, the first character in a class/file name must always be an upper-case letter!
For programs made from more than one source file, it's definitely better to make a separate directory for each set of files. Also, once things get really complicated, you'll find it useful to employ a build tool such as
Maven.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.