OpenGL or another platform for 3D graphics?

I want to start developing small 3D applications for fun, but I still don't know what platform use to do it.
The apps I want to create will be to visualize 3 dimensional data (nothing fancy) and some simples games like laberynths and such. I'd like a platform that can run both on Windows and Linux.

Should I use OpenGL? Is there a better choice? And if you think I should use it, I have to use C/C++ or can I use Java?

Any help is appreciated.