Although I know RatiKanta pal is trying to be helpful here, I think I have to speak up and say that essentially all of this is factually wrong. Web servers don't create one thread per user, and Facebook.com is most certainly not running billions of threads in parallel.
Nor are all the requests for a given user handled by one thread; a small pool of threads handles requests as they come in, without concern for previous history. The number of threads in the pool is based on what the server hardware can handle, not on the number of users. State for a user is held in cookies in the web browser and and in session objects on the server; the session objects are examined by code running in a thread that handles a request.
Threads in a web server allow multiple requests to be handled at once. Multiple threads can be calling the service method of a single
servlet object at the same time, and they won't interfere, as long as there is no data that must be shared between threads.
If your servlet objects have member variables whose values can change during execution, then you need to be concerned about writing multithreaded code. Most of the time, however, this isn't a concern, as you don't normally store data like that in your servlets. As I said, you store it in the session.