Jfoenix is a library to build JavaFX application using Material design principal. One of my favorite library and always use it whenever i program desktop application. You can get the library from this official website www.jfoenix.com, read the documentation for further use, or just put this to your Maven pom.xml :

<dependency>
    <groupId>com.jfoenix</groupId>
    <artifactId>jfoenix</artifactId>
    <version>8.0.9</version>
</dependency>


And this is about showing dialog in JavaFX, it has modern look with shadowing and animation when it showing and closing. This is full example on how to create a dialog with Jfoenix JfxDialog:

import com.jfoenix.controls.JFXButton;
import com.jfoenix.controls.JFXDialog;
import com.jfoenix.controls.JFXDialogLayout;
import javafx.application.Application;
import javafx.scene.Scene;
import javafx.scene.control.Label;
import javafx.scene.layout.BorderPane;
import javafx.scene.layout.HBox;
import javafx.scene.layout.StackPane;
import javafx.scene.layout.VBox;
import javafx.stage.Stage;


public class PlayGround extends Application {
    public static void main(String[] args) {
        launch();
    }

    @Override
    public void start(Stage primaryStage) throws Exception {
        StackPane root = new StackPane();
        JFXButton jfxButton=new JFXButton("SHOW!");
        jfxButton.setStyle("-fx-background-color: green; -fx-text-fill: white");
        BorderPane borderPane = new BorderPane();
        borderPane.setCenter(jfxButton);
        root.getChildren().addAll(borderPane);

        JFXDialog jfxDialog = new JFXDialog();
        JFXDialogLayout content= new JFXDialogLayout();
        VBox vBox = new VBox();
        vBox.setSpacing(10);
        HBox hBox = new HBox();
        Label label = new Label("Are you sure want to delete!");
        hBox.getChildren().addAll(label);
        HBox hBox2 = new HBox();
        JFXButton jfxButton1 = new JFXButton("Cancel");
        jfxButton1.setStyle("-fx-background-color: #eee; -fx-text-fill: #333");
        JFXButton jfxButton2 = new JFXButton("Yes");
        jfxButton2.setStyle("-fx-background-color: red; -fx-text-fill: white");
        hBox2.getChildren().addAll(jfxButton1,jfxButton2);
        vBox.getChildren().addAll(hBox, hBox2);
        content.setBody(vBox);
        jfxDialog.setContent(content);
        jfxDialog.setDialogContainer(root);

        Scene scene = new Scene(root, 700,600);
//        primaryStage.setMaximized(true);
        jfxButton.setOnAction(act->{
            jfxDialog.show();
        });
        primaryStage.setScene(scene);
        primaryStage.setTitle("JavaFX dialog Material Design");
        primaryStage.show();
    }
}
JavaFX dialog material design