Are you already familiar with HTML?
If not, that's a good place to start.
Once you're comfortable building static pages with HTML and CSS, I would pick up a good book on
Servlets and
JSP. I know that Head First Servlets and JSP is very popular these days. I have another of the HeadFirst series and it's excellent. In its day Core Servlets and Java Server Pages was excellent.
The first edition (which I own) is quite outdated and I don't own any more recent copies so I can't say (but I assume that) it's good.
Once you're comfortable building dynamic server side pages, then, start looking for a good book on JavaScript/AJAX.