Java - Get/set methods receiving and returning "null"

Question

I'm a beginner in Java. I'm trying, for training purpose, to build myself a chess game application. Within my class Case, that will be used to instanciate all the 64 cases of my board, I write get/set methods to find if there's a Piece occupant in the instances of the case.

I read that returning "null" is a bad practice, so I throw an exception instead to signify that the case is free. But, I wonder how to set the occupant's pointer to "null"; can I simply push "null" as a parameter when I will call this method?

Also, could taking/returning "null" be an acceptable/good practice?

public Piece getOccupant(){
    if (this.occupant == null)
        throw new IllegalArgumentException(this.occupant + " is Empty");
    return this.occupant;
}
public void setOccupant(Piece newOccupant){
    this.occupant = newOccupant;
}

Thanks!

[Update]

Thanks to all of your for your comments, ideas, corrections and recommendations. Here is the updated version of my code for this part, and I feel satisfied with it, as it served its purpose (increase my understanding thru practice).

/*
 * Modifiers of Occupant
 */
/**
 * Used to find if a Piece is located in this Cell
 * @return a Piece reference to the occupant.  Will send a 
 * null pointer if cell is empty
 */
public Piece getOccupant(){
    return this.occupant;
}
/**
 * Used to set a new occupant in the Cell.
 * @param newOccupant is a reference to a Piece instance, 
 * and should be set to null if the cell is emptied, or using
 * the method clear().
 */
public void setOccupant(Piece newOccupant){
    this.occupant = newOccupant;
}
/**
 * Used to verify if a Cell is empty of any occupant
 * @return true if cell is empty.
 */
public boolean isEmpty(){
    if(this.occupant == null)
        return true;
    return false;
}
/**
 * Free the cell of any occupant, if any were
 */
public void clear(){
    this.occupant = null;
}

Answer 1

A space on the board being unoccupied is not exceptional. Its normal and will always be true for the majority of the board. You should not be throwing exceptions here; exceptions should only be thrown for an unexpected event that signify a significant problem with what you are trying to do.

You can certainly pass null to a setter (except for a primitive type like int/long).

It might be better to add some convenience methods, an isEmpty method to your Space class:

public boolean isEmpty(){
   if (this.occupant == null) 
      return true;
   return false;
}

and also perhaps a clear method

public void clear() {
    this.occupant = null;
}

that way you don't have to test on the nullity of the getter result, and you don't need to pass null to set -- this has the added benefits of being easily testable, and creates a API that is meaningful to your Space class.