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We're mostly here to talk Atlassian, not Intellij, but in this case, some of us can give you a pointer
IDEA needs an installation of a Java Development Kit on the machine you are going to run it on. You may have installed one, but whether you have or not, you have not told the operating system where it is for the current user. (You can install many, JAVA_HOME defines the one to use)
So, you need to work out where you have installed it (or do an installation), and then, as the message says, put in the environment variable JAVA_HOME to point to it.
