I faced the same problem with tomcat earlier version and tried to change the index.jsp more than 10-15 times to see the changes.
So for your web application please follow the following steps.
1. create a new dir <test> under webapps
2. create WEB-INF dir under <test> dir
3. create web.xml (OR copy the web.xml from tomcat-docs\WEB-INF\web.xml) in newly created WEB-INF dir
4. create a index.jsp in <test> dir
5. start tomcat
7. you will get index.jsp displayed.
8. you are done now....start exploring from here.