I have been doing Servlets and JSPs from quite some days and yeah they have been lots of interesting stuff in it, And this is my first attempt at Web Technologies. I would recommend beginners to use Head First Servlets and JSP book. It’s a superb book to read, one can enjoy reading and the concepts are taught in terms of process- like how they happen. Some time back i had recommended Head First Java. One can read the review here.
As it is the first time i am doing some thing in Servlets and Cookies, the below given example is a pretty simple one which explains the use of cookies in communication between client and server lasting more than one request.