Servlet doesn't create
any of those objects. They are all created by the servlet container (
Tomcat, Websphere, or whatever).
You need a config to create the context. You need a context to initialize a servlet instance. Request and Response are created by the request processing subsystem which then invokes the servlet service() method (which in turn may invoke doGet, doPost, or whatever).
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.