Unfortunately many operating systems and web browsers do not handle Unicode. For the most part Java will properly handle the input of non-Unicode characters. The first 128 characters in the Unicode character set are identical to the common ASCII character set. The second 128 characters are identical to the upper 128 characters of the ISO Latin-1 extended ASCII character set. It's the next 65,280 characters that present problems.
You can refer to a particular Unicode character by using the escape sequence \u followed by a four digit hexadecimal number. For example
\u00AE | © | The copyright symbol | ||
\u0022 | " | The double quote | ||
\u00BD | 1/2 | The fraction 1/2 | ||
\u0394 | Δ | The capital Greek letter delta | ||
\u00F8 | ø | A little o with a slash through it | ||
String Mj\u00F8lner = "Hammer of Thor";
but frankly this is way more trouble than it's worth.