Welcome to Servlets (and JEE, for that matter)!
I agree that Servlets and JSP is a great place to start. These really operate hand-in-hand, as the Servlet is used as the back-end application logic processing, and the JSP is used as the UI page (handling user input and display of data).
There are a lot of great resources available. Have a look at these:
http://www.coreservlets.com/
http://pdf.coreservlets.com/
The second link provides free downloads to all the chapters of the book in PDF format.
One thing I would roll right into after learning Servlets and JSP is JSTL. JSTL is the
Java Standard Tag Library, and it solves a lot of the shortcomings found in the built-in JSP tags.
I would like to offer one caution: The books and tutorials on JSP do include examples of the JSP being used for application logic as well, using JSP Scriptlets (placing Java code in the JSP page). I think they do this because it's easier to produce the examples in this way - rather than also creating a Servlet. Just keep in mind that in real applications, you don't want any Java code in the JSP pages. All the business logic goes in the Servlet (or helper classes). If you're ever tempted to place Java code in your JSP page, just ask here about alternatives
Good luck on your learning journey!