A servlet is a component of a
Java "web application" that resides in a web container. Most of the Java objects and resources handled by the servlet is managed by the servlet container. It means you don't have to explicitly manage these things in your servlet code. However, you have to specify these settings in a special file called a deployment descriptor.
A client can "invoke" the services of a servlet indirectly by making an HTTP request through his browser. Meaningful data like request parameters (through HTML controls) can be sent to the servlet via HTTP. After the servlet evaluates the data, it now prepares a response, usually in the form of an HTML file which is sent back to the client. Other files, or "content-types" are certainly possible.
For practical purposes, it is advisable to separate the business logic (evaluating the raw data into some meaningful result) from presentation logic (creating the actual HTML response file). JSPs were created specifically to deal with presentation logic, and to allow servlets to exclusively deal with the business logic.
JSPs can be considered as templates for your public web pages. Also, a JSP is a special kind of servlet, and the objects it uses are also container managed. So it is also another kind of component.
A "web application" is a collection of servlets and JSPs working in unison with a definite workflow.
HTH
