There are few APIs used in web development through Java in which servlet and jsp APIs are common. I suggest you to have a perspective of studying the APIs first. Through studying APIs you'll get complete understanding of how things work inside and out. This will be useful in writing excellent code and helps solving bugs. However, if you directly jump to API docs you may feel overwhelming. Head First book helps you here. There are few other good books available like Murach's etc. But, they don't teach you the science behind the APIs . They provide you excellent guidance in providing some solution using these APIs .
About certification - when you feel confident of your API study you'll definitely wish to take the exam and prove yourself!