Here's a Java program to find the frequency of each character in a string:

import java.util.HashMap;
import java.util.Scanner;

public class CharacterFrequency {
    public static void main(String[] args) {
        Scanner scanner = new Scanner(System.in);
        System.out.print("Enter a string: ");
        String input = scanner.nextLine();
        scanner.close();

        HashMap<Character, Integer> frequencyMap = new HashMap<>();

        for (int i = 0; i < input.length(); i++) {
            char ch = input.charAt(i);

            if (frequencyMap.containsKey(ch)) {
                frequencyMap.put(ch, frequencyMap.get(ch) + 1);
            } else {
                frequencyMap.put(ch, 1);
            }
        }

        System.out.println("Character frequencies:");
        for (char ch : frequencyMap.keySet()) {
            int frequency = frequencyMap.get(ch);
            System.out.println(ch + ": " + frequency);
        }
    }
}

In this program, we first prompt the user to enter a string using the Scanner class.

We then create a HashMap called frequencyMap to store the frequency of each character in the string. We use a for loop to iterate over each character in the string. For each character, we check if it is already present in the frequencyMap. If it is, we increment its frequency by 1. If it is not, we add it to the frequencyMap with a frequency of 1.

Finally, we iterate over the frequencyMap and print the frequency of each character in the string.

The output of this program will be something like:

Enter a string: hello
Character frequencies:
e: 1
h: 1
l: 2
o: 1

This shows that the character 'e' appears once, the characters 'h' and 'o' each appear once, and the character 'l' appears twice in the string "hello".