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Exceptions are not unique to the Java programming language. I know C++ has them. And I would guess many other languages have them as well. It is straight forward how to throw and catch an Exception object. You are just passing a message. However I have still not yet found a great reason to create my own exception classes. I guess I could use them to ensure the caller can separate exceptions with different catch blocks. But aren't they all going to just call getMessage() on my object?
Here is one thing I have determined about exceptions. This also applies to any classes you write. You should not name the class with too long of a name. It gets tiring to type all those characters. Yes I know you can cut and paste. But if there is a misspelling, and there are a million characters in the name, it takes a long time to figure out where I went wrong. I am going to do a bunch of programming projects where I throw and catch exceptions. Perhaps after that I will have a better feel for them.