All you need to do is create a new class and have it extend Exception.
If you want an Exception that is unchecked, you need to extend RuntimeException.
Note: A checked Exception is one that requires you to either surround the Exception in a try/catch block or have a ‘throws‘ clause on the method declaration. (like IOException) Unchecked Exceptions may be thrown just like checked Exceptions, but you aren’t required to explicitly handle them in any way (IndexOutOfBoundsException).
For example:
public class MyNewException extends RuntimeException {
public MyNewException(){
super();
}
public MyNewException(String message){
super(message);
}
}