Web app development is a sought-after skill, so you might start with servlets and JSP. REST APIs are also quite commonly used, so the JAX-RS API is useful. The good thing is that all three require only a servlet container like Tomcat (which is a commonly used server, so knowing it is also valuable :-)
Do you read books?
If you do start here:
Head first servlet and jsp.
Core java server faces.
Developing java EE with netbeans IDE (optional)
Pro jsf and HTML 5.
Beginning java EE 6 platform with glassfish 3.
Beginning EJB 3 application development: from novice to professional.
Mastering java server faces.
*Note that they are in order in which I think you should read them to help build your java ee web application development knowledge from ground up.
I've read books between these, but these ones stuck the most.
Java ee web development has moved away from the days of jsp and servlet although its generally considered good to learn how these technology works.And master them. These days though you don't get to code your own servlet and jsf facelet is now considered the standard presentation framework as opposed to jsp.
being a newbie myself I'm coding a simple but functional web application with the framework as I learn before starting to get prepared for my OCSJP next year. I can't wait really.
I'm currently following this Udemy course:
https://www.udemy.com/build-an-application-from-scratch-jee-7-java-8-and-wildfly It's not perfect, I think on its own it's not enough to understand JEE, it doesn't go deeply into how things work and why they work that way. Also the sound quality could be better. But it does take you through building a complete JEE web application including tests. I'd recommend it for practice, in addition to books.
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