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.
Well, the Servlet is instantiated by the Container, as long as you have a default constructor you could define any additional constructor that you want, but they will never be invoked, because the container will not use them and you cannot instantiate servlet yourself (at least not if you intend to use it in the container :-) )
You have other alternatives for that. The Servlet interface has a method named init(ServletConfig).
That init method is invoked when the servlet is first created by the container. You can use that method to perform any servlet initialization or read initialization parameters that you have configured in the web.xml file.
Take a moment and read the Servlet specification, the section Servlet Interface, subsection Initialization.