MyPlugin.java

public class MyPlugin extends JavaPlugin {
  @Override
  public void onEnable() {
    // Here we are instanciating our PlayerListener class and passing an instance
    // of this class to its constructor. This will give us access to all public
    // members of this class from within PlayerListener.
    getServer().getPluginManager().registerEvents(new PlayerListener(this), this);
  }
}

PlayerListener.java

public class PlayerListener implements Listener {
  /**
   * The instance of the Main class
   */
  private Plugin plugin;
  
  /**
   * Might as well create a static File object to represent
   * our PlayerData directory.
   */
   private static File playerDataDir;
  
  /**
   * This is our constructor. It is automatically called
   * when an instance of our class is created. We are going
   * to store the Plugin instance passed in to our plugin
   * field so that the Main class's methods can be used
   * from this class
   */
  public PlayerListener(Plugin plugin) {
    this.plugin = plugin;
    
    if (playerDataDir == null)
      playerDataDir = new File(plugin.getDataFolder(), "PlayerData");
  }
  
  @EventHandler
  public void onPlayerJoin(PlayerJoin event) {
    File f = new File(playerDataDir, event.getPlayer().getName() + ".yml");
    
    // The rest
  }
}