You are trying to use the wrong interface type. The type Function is not appropriate in this case because it receives a parameter and has a return value. Instead you should use Consumer (formerly known as Block)

The Function type is declared as

interface Function<T,R> {
  R apply(T t);
}

However, the Consumer type is compatible with that you are looking for:

interface Consumer<T> {
   void accept(T t);
}

As such, Consumer is compatible with methods that receive a T and return nothing (void). And this is what you want.

For instance, if I wanted to display all element in a list I could simply create a consumer for that with a lambda expression:

List<String> allJedi = asList("Luke","Obiwan","Quigon");
allJedi.forEach( jedi -> System.out.println(jedi) );

You can see above that in this case, the lambda expression receives a parameter and has no return value.

Now, if I wanted to use a method reference instead of a lambda expression to create a consume of this type, then I need a method that receives a String and returns void, right?.

I could use different types of method references, but in this case let's take advantage of an object method reference by using the println method in the System.out object, like this:

Consumer<String> block = System.out::println

Or I could simply do

allJedi.forEach(System.out::println);

The println method is appropriate because it receives a value and has a return type void, just like the accept method in Consumer.

So, in your code, you need to change your method signature to somewhat like:

public static void myForEach(List<Integer> list, Consumer<Integer> myBlock) {
   list.forEach(myBlock);
}

And then you should be able to create a consumer, using a static method reference, in your case by doing:

myForEach(theList, Test::displayInt);

Ultimately, you could even get rid of your myForEach method altogether and simply do:

theList.forEach(Test::displayInt);

About Functions as First Class Citizens

All been said, the truth is that Java 8 will not have functions as first-class citizens since a structural function type will not be added to the language. Java will simply offer an alternative way to create implementations of functional interfaces out of lambda expressions and method references. Ultimately lambda expressions and method references will be bound to object references, therefore all we have is objects as first-class citizens. The important thing is the functionality is there since we can pass objects as parameters, bound them to variable references and return them as values from other methods, then they pretty much serve a similar purpose.

First, the multiply method does not return anything; it prints the product, but does not return any value.

public static void multiply(int x, int y)
    {
        int z = x*y;
        System.out.println(z); //may look like a return, but actually is a side-effect of the function.
    } //there is no return inside this block

Secondly, public static void main provides an entry point into your program. Without it, you cannot run your program. Refer to the Java documentation for more information on the usage of public static void main.

The String[] args here means that it captures the command line arguments and stores it as an array of strings (refer to the same link posted above, in the same section). This array is called args inside your main method (or whatever else you call it. Oracle cites argv as an alternate name)

System.out.print tells the program to print something to the console, while return is the result of the method. For example, if you added print all over your method to debug (a common practice), you are printing things while the program runs, but this does not affect what the program returns, or the result of the program.

Imagine a math problem - every step of the way you are "print"ing your work out onto the paper, but the result - the "answer" - is what you ultimately return.

Because there is a a difference between "This function can succeed or fail and is self-aware enough that it can tell the difference" and "There is no feedback about the effect of this function." Without void, you'd endlessly check success codes and believe that you are writing robust software, when in fact you are doing nothing of the sort.