Detecting JTextField “deselect” event

At first though use a FocusAdapter and override focusLost(FocusEvent fe) which will be called when JTextField loses focuses, i.e another component is selected.

However because you have a purpose:

I want to check my users forms for any illegal characters before they
try to submit their data

Id suggest a read on How to Use the Focus Subsystem – Validating Input

Better options than a FocusAdapter – tailored made for validating/restricting user input:

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