I'm not sure if this is even possible. When I'm telling students about Unicode, I have them type a Unicode escape sequence as part of a String (say "\u221a") and when they press Enter DrJava displays the actual character. However, if they use System.out.println() to display it in the same console, they get the dreaded ?. I've Googled a bit and found some solutions for the Mac Terminal and the Eclipse console, but none of those solutions seemed to work with DrJava.