I would say read each chapter in order and make sure you understand the content in each section before moving on to the next. An important thing is to do lots of practise: try some examples both of your own and those in the book - for example, in chapter 3 (basic servlets), just try a very simple servlet of your own, perhaps just outputting a static message or the current date/time... The information in the chapter should be almost all you need to do this (obtaining the output stream to the client from ServletResponse is covered in chapter 5). In chapter 10 (JSP basics), try to create and deploy a JSP with some scripting code. By doing these simple and small practical tasks, you'll help yourself to remember all the details (like class and package names), and may in fact discover something you didn't know before. If it doesn't work, don't panic, but try to discover why it doesn't work (look at server error logs and any messages you get, and try to pin down the exact line in the code which is causing the problem). It's probably a good thing if it doesn't work first time because you'll learn more from your mistakes and asking yourself questions than you ever would just accepting that something works first time. Keep working at it until it works - then ask yourself why it works and what you did wrong originally... then you'll know never to do that again! You'll also be able to spot that deliberate mistake when they throw it at you in the exam!
Once you get to the end of a chapter, try all the test questions without looking at the answers. Perhaps even review your answers again to see if they really do make sense. Then check against the answers to see what you got wrong. If something is incorrect, why? Was it a stupid negligible mistake (remember, they like 'trick' questions in the exam so watch out!), or did you misunderstand/misremember something important? If so, note it down on a piece of paper for future reference. Making your own notes from the book is the best way to condense all 600+ pages into a few A4 sides of "information you need to know but couldn't remember first time around". Note all the questions come with explanations where appropriate so you can instantly check if it's a point of understanding or not.
Once you get to the end of the book, perhaps review those areas you found most difficult, then use the mock exam subscription provided to simulate an entire exam. See how you fare - keep reviewing your performance and "homing in" on your weaker points until you're comfortable with them. Then you should be ready for the exam!
Charles Lyons (SCJP 1.4, April 2003; SCJP 5, Dec 2006; SCWCD 1.4b, April 2004)
Author of OCEJWCD Study Companion for Oracle Exam 1Z0-899 (ISBN 0955160340 / AmazonAmazon UK )