What is the best way to learn java web applications development?

J2SE is a plate-form for this purpose.
Search relevant projects over internet for tutorials.
Start from basic java applications and move to more advanced programs.
As mention by Mohammad Hassan that there are several training website which help you allow learning basic java programming such as101-Learning Java Fundamentals.
Also you can find many tutorials over youtube.
Always try hard coding rather then just going through the videos.

Java Web Practically learning is good way.

There are many options to fulfill your requirement. you can refer www.tutorialspoint.com, www.lynda.com and head first book for java web development. Also you must have a good knowledge of java core concepts and HTML to learn java web. Because, JSP (Java Server Pages) use HTML and other technologies such as directives to design and develop web pages. Servlets which is fully contain the java code part of Web Application. Also you must have knowledge of HTTP to create a successful web application in Java. 

there are several websites from which we can learn basic things and start developing small program and go forward

There are many ways to learn it. many books are available and many online sources are also there. but one important thing is that, try to learn and code the things in your own way. practice is the key for this. it is no use to read the books and tutorials unless you try to code the things.

Best way to learn

http://www.w3schools.com/

it depends on you ! you can self study by2 ways - Video Learning such as (lynda or CBT Nuggets) - E-Books such as (How To Program) or you can take a course either way if you choose something please stay on what you choose