Some related issues are 75811, 81626 (in mobility) and 68802 (in form)

Agree this is a useful enhancement.

Just the implementation is a bit trickier: component.requestFocusInWindow() in
initComponents() only works if the component is directly in the dialog or frame,
but not if it is in a panel that is added to some window later.

Here is a simple implementation that will work for any Component, regardless of whether it is directly inside a Window or not:

class MyComponent extends JPanel
{
  public MyComponent()
  {
    addHierarchyListener(new SetInitialFocus());
  }

  /**
   * Sets the keyboard focus when the first time the panel becomes visible.
   */
  private class SetInitialFocus implements HierarchyListener, WindowFocusListener
  {
    @Override
    public void hierarchyChanged(HierarchyEvent e)
    {
      if ((e.getChangeFlags() & HierarchyEvent.PARENT_CHANGED) != 0 && getParent() != null)
      {
        SwingUtilities.getWindowAncestor(MyComponent.this).addWindowFocusListener(this);
        removeHierarchyListener(this);
      }
    }

    @Override
    public void windowGainedFocus(WindowEvent e)
    {
      foobar.requestFocusInWindow(); // ** Magic happens here **
      e.getWindow().removeWindowFocusListener(this);
    }

    @Override
    public void windowLostFocus(WindowEvent e)
    {
    }
  }
}