Switching JTextFields by pressing Enter

Take a look at How to use the focus subsystem

It explains how to set transfer keys for the focus subsystem.

A simple example

public class TestFocusTransfersal {

    public static void main(String[] args) {
        new TestFocusTransfersal();
    }

    public TestFocusTransfersal() {
        EventQueue.invokeLater(new Runnable() {
            @Override
            public void run() {
                try {
                    UIManager.setLookAndFeel(UIManager.getSystemLookAndFeelClassName());
                } catch (ClassNotFoundException | InstantiationException | IllegalAccessException | UnsupportedLookAndFeelException ex) {
                }

                JFrame frame = new JFrame("Testing");
                frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
                frame.setLayout(new BorderLayout());
                frame.add(new TestPane());
                frame.pack();
                frame.setLocationRelativeTo(null);
                frame.setVisible(true);
            }
        });
    }

    public class TestPane extends JPanel {

        private JTextField field1 = new JTextField("1", 10);
        private JTextField field2 = new JTextField("2", 10);
        private JTextField field3 = new JTextField("3", 10);
        private JTextField field4 = new JTextField("4", 10);
        private JTextField field5 = new JTextField("5", 10);
        private JTextField field6 = new JTextField("6", 10);
        private JTextField field7 = new JTextField("7", 10);
        private JTextField field8 = new JTextField("8", 10);
        private JTextField field9 = new JTextField("9", 10);
        private final MyOwnFocusTraversalPolicy policy;

        public TestPane() {
            // Set up enter for focus transfer...
            Set forwardKeys = getFocusTraversalKeys(KeyboardFocusManager.FORWARD_TRAVERSAL_KEYS);
            Set newForwardKeys = new HashSet(forwardKeys);
            newForwardKeys.add(KeyStroke.getKeyStroke(KeyEvent.VK_ENTER, 0));
            setFocusTraversalKeys(KeyboardFocusManager.FORWARD_TRAVERSAL_KEYS,
                            newForwardKeys);

            setLayout(new GridBagLayout());

            add("Field #1: ", field1, 0, 0);
            add("Field #2: ", field2, 2, 0);
            add("Field #3: ", field3, 4, 0);
            add("Field #4: ", field4, 6, 0);
            add("Field #5: ", field5, 8, 0);
            add("Field #6: ", field6, 2, 1);
            add("Field #7: ", field7, 4, 1);
            add("Field #8: ", field8, 6, 1);
            add("Field #9: ", field9, 8, 1);

            policy = new MyOwnFocusTraversalPolicy(
                            field1,
                            field6,
                            field7,
                            field8,
                            field9,
                            field2,
                            field3,
                            field4,
                            field5
                            );

//            You can do this to make life easier, but it may have unexpected
//            consequences...
//            setFocusCycleRoot(true);
//            setFocusTraversalPolicy(policy);

        }

        @Override
        public void addNotify() {
            super.addNotify(); 
//        Comment this out if you use focusCycleRoot
            SwingUtilities.getWindowAncestor(this).setFocusTraversalPolicy(policy);
        }

        protected void add(String label, JTextField field, int x, int y) {
            GridBagConstraints gbc = new GridBagConstraints();
            gbc.gridy = y;
            gbc.gridx = x;
            gbc.insets = new Insets(2, 2, 2, 2);
            gbc.anchor = GridBagConstraints.EAST;
            add(new JLabel(label), gbc);
            gbc.gridx++;
            add(field, gbc);
        }
    }

    public static class MyOwnFocusTraversalPolicy
                    extends FocusTraversalPolicy {

        private List<Component> order;

        public MyOwnFocusTraversalPolicy(Component... order) {
            this.order = new ArrayList<>(Arrays.asList(order));
        }

        @Override
        public Component getComponentAfter(Container focusCycleRoot,
                        Component aComponent) {
            int idx = (order.indexOf(aComponent) + 1) % order.size();
            return order.get(idx);
        }

        @Override
        public Component getComponentBefore(Container focusCycleRoot,
                        Component aComponent) {
            int idx = order.indexOf(aComponent) - 1;
            if (idx < 0) {
                idx = order.size() - 1;
            }
            return order.get(idx);
        }

        @Override
        public Component getDefaultComponent(Container focusCycleRoot) {
            return order.get(0);
        }

        @Override
        public Component getLastComponent(Container focusCycleRoot) {
            return order.size() > 0 ? order.get(order.size()) : null;
        }

        @Override
        public Component getFirstComponent(Container focusCycleRoot) {
            return order.get(0);
        }
    }
}