This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
You would do well to read through the Servlet Spec; especially the sections on the "Servlet Lifecycle". (link in my signature)
You don't instanciate servlets with the new keyword. The container does this for you.
Also, as Prabhu venkatachalam has mentioned, the methods listed above are call back methods. In other words, they are placeholders for your code. The container calls these methods at the appropriate time, You don't call them yourself. You can override the init and destroy methods and add any code that you want to have run at startup and shutdown. Do not override the service method directly. Instead override doGet or doPost.