Is there a way to declare a final attribute in an abstract super class and initialize the value in the sub class?

Thats how you would do it:

public abstract class Location {

    private final int locationNumber;
    Collection<Figure> visitors;

    public Location(int locationNumber) {
       this.locationNumber = locationNumber;
    }

    public int getLocationNumber() {
        return locationNumber;
    }
}

public class Market1 extends Location {

    public Market1() {
       super(5);
    }
}

public class Market2 extends Location {

    public Market2() {
       super(10);
    }
}

Location m1 = new Market1();
Location m2 = new Market2();

System.out.println(m1.getLocationNumber()); // prints 5
System.out.println(m2.getLocationNumber()); // prints 10

A final class member variable does not need to be initialized when it is declared. It can be assigned a value in the class constructor or in an initialization block.

public abstract class Location {

    protected final int locationNumber;
    Collection<Figure> visitors;

    protected Location(int locNum) {
        locationNumber = locNum;
    }

    public int getLocationNumber() {
        return locationNumber;
    }
}

public class Market extends Location {
    public Market() {
        super(5);
    }
}

Alternatively, you could make method getLocationNumber abstract and have each subclass return the relevant value. Then you would not need member locationNumber.

public abstract class Location {
    Collection<Figure> visitors;

    public abstract int getLocationNumber();
}

public class Market extends Location {

    public int getLocationNumber() {
        return 5;
    }
}

But if you still want to keep member locationNumber then the following will also work.

public abstract class Location {
    protected final int locationNumber;

    protected Location() {
        locationNumber = getLocationNumber();
    }

    public abstract int getLocationNumber();
}

public class Market extends Location {

    public int getLocationNumber() {
        return 5;
    }
}