What should I learn Java or .NET?

The first question we need to ask - can these two be compared? A 30,000 ft. view of these two will tell you that Java is a programming language (generally speaking) while .Net is a framework. .Net, as you might know, is a platform that supports several languages viz. C#, VB.Net, F# and others. A framework is nothing but a pool of ready-made functionality available at your fingertips when you are writing code using that framework.

Those who are interested in deeper analysis may perform search on the Internet to find out which among the two scores over the other for specific aspects. But generally speaking; both Java and .Net are quite robust and have found applications world-wide in very complex projects.

Which is better for future Java or .NET?

Instead of worrying about that; why not make yourself future-proof? Like I just said, no one can predict the future in the technology domain; because things change here every single minute. As a software engineer / developer - you should *not* stick to any specific language; yet master one that you are currently working on. Let me make it very clear : You need to be master of at least one and jack of several! Any programming language is just a set of tools that help you implement logic. If you hone your logic skills; you should be able to get comfortable with any programming language, tool or framework within short time. I've seen that happen with few of my ex-colleagues. 

Start with any - and learn it with all the interest and try to be excellent. If you pick up Java; don't hate .Net and vice-versa. If your current job demands C# and ASP; learn it. If you are just starting out with a big IT company that has not told you which profile they will assign to you; it just doesn't matter.