Because when you type a and hit Enter, then the in.read() method returns three characters - 'a', the character for carriage return \r and the character for line break ('\n'). (Note that the combination \r\n is considered as line-break under Windows).

Your program will have significantly different behavior if you run it under Linux or OSX, because line-breaking character(s) is specific to the OS you're running the program on. Under Linux, it will be \n, under OS X-9 it will be \r, for example.

As a work-around, you can read the whole line (by using a Scanner) and trim it, which will omit the line-breaking character (disregarding the OS type):

public static void main (String args[]) throws java.io.IOException {
      String line;
      Scanner sc = new Scanner(System.in);
      do {
          System.out.println("Please a key followed by ENTER:");
          line = sc.readLine().trim();
      } while (!"q".equals(line));
  }