I'll try to provide some additional information.
1. You are correct that getting to the JBoss "jmx-console" seem anti-climatic end. However, it is nice to quickly know that you have properly installed everything. You can change the access privileges by editing the configuration files.
2. It is the Tomcat code that is processing your JSP.
3. Personally, I don't know why there is not a default page for the "root" level. The main reason that I have not bother to investigate it is the notion of the context representing the web application. This provides good hierarchical structure to build your web site and application. I would agree that the application.xml is not correct for your
http://www.martha2004.com:8080/jsp-examples. I hope this helps answer your questions.