You will want to add objects to the session for those things unique to each user that you need throughout the user's session. A shopping cart is the most obvious example. Add objects to the request for those things you will need only for a single request. I find that I add most objects either to the session or the application (
servlet context), depending on whether or not they are unique to a user, but I suppose the request could also be useful in some instances.
I just can't say enough about "Head First Servlets and JSP." Everyone and his dog should own a copy. Of course, if your dog has not yet learned
polymorphism, buy him a copy of Hostman and Cornell's Core
Java, Vols. I and II.