Your basic java web technology is servlets. Servlets let you write Java code that responds to various HTTP events (doGet, doPost, doPut, etc). They're generally used for controllers in the MVC architecture.
Link: http://java.sun.com/products/servlet/
JSP lets you write HTML with embedded Java instead of the other way around (in servlets). JSP has been extended via JSF to incorporate more recent architectural advances. This is in the same line as PHP and ASP. This is the view portion of the MVC architecture.
Link: http://java.sun.com/developer/technicalArticles/GUI/JavaServerFaces/
A lot of more complex applications utilize Enterprise Java Beans (EJB) for session management, clustering, etc. This isn't a web technology, per se, but you see it go hand-in-hand when dealing with more complex webapps. Alternatives include frameworks such as Spring.
EJB: http://docs.jboss.org/ejb3/app-server/tutorial/
Spring: http://www.springframework.org/
Also, you'll want to familiarize yourself with ORM technology (after servlets and JSP/JSF). The leading ORM framework is currently Hibernate. This lets you map SQL tables to java objects and interact with them accordingly. This is more advanced stuff so save it for when you're trying to get your head around EJB/Spring, etc.
Link: http://www.hibernate.org/
edit: I forgot to define ORM. It stands for Object Relational Mapping/Mapper (whatever version of "Map" you feel like using :)
