Both are pretty similar, same concepts, syntax not so different, etc. If you know none of both, I would say to start with .Net (and C#) because the Microsoft tools and the documentation are far ahead the Java ones imho. So not having to worry about tooling and doc is a great help to start. Once one is learnt, switching to the other one won't be a great deal.

Personaly, I also think .net is superior to Java, but that's a matter of taste.