java.util.Random

       The java.util.Random class allows you to create objects that produce pseudo-random numbers with uniform or gaussian distributions according to a linear congruential formula with a 48-bit seed.

The algorithm used is good enough for games. I wouldn't use it for cryptography.

You can choose the seed or you can let Java pick one based on the current time.

Random r = new Random(109876L);
int i = r.nextInt();
int j = r.nextInt();
long l = r.nextLong();
float f = r.nextFloat();
double d = r.nextDouble();
int k = r.nextGaussian();

Random r = new Random();
int die = r.nextInt();
die = Math.abs(die);
die = die % 6;
die += 1;
System.out.println(die);

The nextBytes() method fills a byte[] array with random bytes. For example,

byte[] ba = new byte[1024];
Random r = new Random();
r.nextBytes(ba);
for (int i = 0; i < ba.length; i++) {
  System.out.println(ba[i]);
}