As usual with these questions, I would worry about performance as/when you know it's an issue.
10000 users is not a lot of data to hold in memory. I would likely start off with a standard Java collection, and look at performance when you predict it's going to cause you grief.
Abstract out the access to this Java collection such that when you substitute it, the refactoring required is localised (and perhaps make it configurable, such that you can easily perform before/after performance tests with your different solutions -H2, Derby, Oracle, etc. etc.)