This should print the list of positions without the -1 at the end that Peter Lawrey's solution has had.

int index = word.indexOf(guess);
while (index >= 0) {
    System.out.println(index);
    index = word.indexOf(guess, index + 1);
}

It can also be done as a for loop:

for (int index = word.indexOf(guess);
     index >= 0;
     index = word.indexOf(guess, index + 1))
{
    System.out.println(index);
}

[Note: if guess can be longer than a single character, then it is possible, by analyzing the guess string, to loop through word faster than the above loops do. The benchmark for such an approach is the Boyer-Moore algorithm. However, the conditions that would favor using such an approach do not seem to be present.]

A neat trick you can use is to stream the indices of the string, and then collect them by the character at that index:

Map<Character, List<Integer>> indices =
    IntStream.range(0, input.length())
             .boxed()
             .collect(Collectors.groupingBy(input::charAt));

You can keep track of the index:

int index = theString.indexOf("the");
while(index >= 0) {
    index = theString.indexOf("the", index+1);
    counter2++;
}

The method you're looking for is charAt. Here's an example:

String text = "foo";
char charAtZero = text.charAt(0);
System.out.println(charAtZero); // Prints f

For more information, see the Java documentation on String.charAt. If you want another simple tutorial, this one or this one.

If you don't want the result as a char data type, but rather as a string, you would use the Character.toString method:

String text = "foo";
String letter = Character.toString(text.charAt(0));
System.out.println(letter); // Prints f

If you want more information on the Character class and the toString method, I pulled my info from the documentation on Character.toString.