i made some changes check it

Code:
import java.util.Scanner;    //import the Scanner class

public class Wave{
    public static void main (String[] args)    {
        double distance=0;    //distance variable
        double time=0;    //time variable                
        //String medium;
        String Air = "a";
        String Water = "w";
        String Steel = "s";
        String response="";
        String Exit="e";
        Scanner in = new Scanner(System.in);
        System.out.println("Welcome to Sound Wave Calculator\n");
        while (!response.equalsIgnoreCase(Exit)){
            while (!response.equalsIgnoreCase(Air)   && !response.equalsIgnoreCase(Water) &&
                      !response.equalsIgnoreCase(Steel) && !response.equalsIgnoreCase(Exit)){
                System.out.println("Select the medium the sound wave will travel through.");    
                System.out.println("    A    Air");
                System.out.println("    W    Water");
                System.out.println("    S    Steel");
                System.out.println("    E    Exit");
                response = in.next();
                if(!response.equalsIgnoreCase(Air)   && !response.equalsIgnoreCase(Water) &&
                   !response.equalsIgnoreCase(Steel) && !response.equalsIgnoreCase(Exit))
                    System.out.println("wrong choice please try again!!");
            }
        //Air = medium.charAt(0);
        //Water = medium.charAt(0);
        //Steel = medium.charAt(0);
            if (!response.equalsIgnoreCase(Exit)){
                System.out.println("How far will the sound travel (in feet)?");
                distance = in.nextDouble();    
            }
        //char response1 = 0;
            if (response.equalsIgnoreCase(Air))    {//control condition
                time = distance/1100;
                //System.out.println("The sound wave will travel " + time + " seconds");
            //medium = in.next();
            //response1 = medium.charAt(0);        //response is the first letter
            }
        //char response2 = 0;
            else if (response.equalsIgnoreCase(Water)){    //control condition
                time = distance/4900;
                //System.out.println("The sound wave will travel " + time + " seconds");
            //medium = in.next();
            //response2 = medium.charAt(0);
            }
        
    //    char response3 = 0;
            else if (response.equalsIgnoreCase(Steel)){
                time = distance/16400;
                //System.out.println("The sound wave will travel " + time + " seconds");
            //medium = in.next();
            //response3 = medium.charAt(0);
            }
        //else if (medium != 'a' && medium != 'w' && medium != 's')
        //{
        //System.out.println("Illegal entry. Aborting Program.");
        //System.out.println("Goodbye.");
        //}
            if (!response.equalsIgnoreCase(Exit)){
                System.out.println("The sound wave will travel " + time + " seconds");
                response="";
            }
        }
        System.out.println("Goodbye");            //end of main
    }
}