I'm feeling a bit lost in my journey of learning to Developing desktop applications.
Firstly, I'm confused about which technology to choose - Tauri, JavaFX, or Swing ... I would appreciate it if you could give me some help or guidance.
learning to Developing desktop applications
I think it depends entirely on what features you require, what platforms you want to support, as well as what you are already comfortable with. If you have done web development before, then I would pick either Tauri or Electron, or if you have only worked in Python, then perhaps TKinter is a better choice, etc. etc.
I know there are some libraries that accomplish the same things with similar stacks (Electron and Tauri both use web engines as their front-ends, for example), so if it's between technologies like that, then you should do research into the features you need and whether one supports those features better than another. You may be able to find comparison lists for different kinds, like this web-to-desktop comparison repo.
Unless it's mission-critical to choose a certain library or language for some reason, just choose one that works with what you know. This way you will likely have a quicker start in actually getting your ideas onto the screen. If you are trying to learn a whole new language, then just choose a framework that uses that language!