Probably in the short term, there will be preferences (user-specific and system-wide) that are stored in Java properties files. Creepy, but whatever.
Longer term, probably some sort of parse format for a simple recursive data structure (XML-like, without XML's unpleasantnesses), still with a user/system split.
Short term, save in some sort of proprietary format: multiple files for paging, maybe a directory of all the data.
Longer term, maybe save to some sort of archive file format... uncompressed Zips, maybe?
Should be able to export maps (save as...) bitmap images (GIF, PNG, JPEG, etc), for it to be useful as a gaming aid.
Generating PDFs and similar things might be fun also.
Longer term, loading/saving some standard GIS data formats would be good. Maybe import of DEMs in the relatively short term for a source of data.
Want to use Java right down to the core. A Java interpreter would be useful and fun. I don't want to write a language.