Now after choosing the JOGL jars in IntelliJ from the Processing (program files) folder the error message disappeared after running the code. But now there is another error:
java.lang.RuntimeException: java.lang.ClassNotFoundException: TwoThreads_2
at processing.core.PApplet.runSketch(PApplet.java:10852)
at processing.core.PApplet.main(PApplet.java:10657)
at org.processing.twoThreads_2.TwoThreads_2.main(TwoThreads_2.java:10)
Caused by: java.lang.ClassNotFoundException: TwoThreads_2
at java.net.URLClassLoader.findClass(URLClassLoader.java:382)
at java.lang.ClassLoader.loadClass(ClassLoader.java:418)
at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:355)
at java.lang.ClassLoader.loadClass(ClassLoader.java:351)
at processing.core.PApplet.runSketch(PApplet.java:10845)
… 2 more
I found many posts about this problem concerning IntelliJ´s IDE specific reasons e.g. here