You can rely on arrays, like in good old C, but it would be inefficient...
By default, Processing imports java.util.*, so you have transparent access to Collection interface and its implementations, including ArrayList, LinkedList, HashSet, TreeSet. I point to Java 1.4 syntax because the 1.5 (with generics) isn't supported yet.

The syntax isn't alien, actually, Processing code is Java code, just hiding some syntax points unnecessary to start a quick sketch (wrapping in a class, declaring a static main function to create the object from the class and call it, etc.).
If you google around, you will find lot of java collection tutorials, starting with the official one: Introduction to the Collections Framework.
It might be puzzling at first (lot of classes for seemingly similar functions) but you will sort it out eventually.