In Java he have a one-size-fits-all tool: a class. For most problems you solve in Python with a tuple or a dictionary, in Java you write a custom class, with instance variables, constructors, getters, and setters. So when in Java, be prepared to write some boilerplate.
As far as data structures, the default ones are ArrayList, HashSet, and HashMap. There are sorted versions: TreeSet and TreeMap—when you need them, they are very useful.
When you need close-to-the-metal performance, you'll resort to arrays.
In Java you also enjoy the built-in concurrency, and then it gets complicated: there are performant options like ConcurrentHashSet/Map and also synchronized wrappers around plain collections: Collections/synchronizedSet/Map/List (these are methods that return a wrapping object).