The trarot is right; Your audience needs a Java Runtime to use your java.
However, they do not need this Java, or, in other words, they do not need to use the Sun (now Oracle) JRE. They can also use OpenJDK or any other free java implementation .
Not a stupid question.
Side note. As Glenn Nelson stated, there are Ahead-Of-Time compilers, and if you want to go down this route, go ahead. But I strongly warned you to jump into this boat, especially if you are just starting out in Java. AOT Java compilers have their own set of problems.