Can somebody let me know about some good blogs where I can educate myself on UDFs ?
One thing for sure, you can go through java String class and familiar with all the String class methods. You would understand more and you will know how the standard graphical functions are implemented. The same will be useful for writing UDFs.
http://docs.oracle.com/javase/6/docs/api/java/lang/String.html
You will also focus on converting dates to string and string to date. please search java.util package.
http://docs.oracle.com/javase/6/docs/api/java/util/package-summary.html
Plus as Michal suggested collection classes are useful for handling contexts. and large volume of data . (like arrays, hashtable(key,value) , Lists, Sort etc).
Learn from the same above java.util. package link
You can also google for code samples. You will find plenty of examples.
hope that helps