My company is redoing our website over the next few months, going from a ColdFusion website to one written in Java. I am just learning Java and I am curious as to how I can
The equivalent is probably the ServletContext
In your controller servlet:
ServletContext context = request.getSession().getServletContext();
Just like in the session object you can store attributes in the servlet context as well
context.setAttribute("someValue", "aValue");
Object attribute = context.getAttribute("someValue");
If you're starting out with Java and you have a non-trivial application to build, I would recommend using a popular framework like Spring or Struts