(Abstract, start small with Tomcat and Netbeans)
I would recommend small steps, as it appears you are relatively inexperienced (which is ok) and hence have quite a bit to learn.
The very first decision you need to make, is how big an application you want to create. The reason for this is there is basically two levels of java web applications. First the big ones which require JEE application servers, and then the small ones which can do with a web container like Tomcat/Jetty/Resin/etc. If at all possible stay small! This is so important that I'll say it again, stay small!
When you have that settled choose a target deployment platform (Tomcat is a good choice for a web container) and an IDE with good support for your deployment platform (which most IDE's has for Tomcat). Eclipse has ok support for Tomcat, but you will need quite a bit of elbow grease to automate your building-and-testing which you will need later. Netbeans uses ant scripts to handle your code, so it is easy to automate but not quite as widely accepted as Eclipse. This is actually quite important a point! (I've implemented an Eclipse build emulator with ant, took quite some time, not recommended).
When you have your IDE ready, you must have source code management. This is important! Many exist, any will do, but you will like having one which is supported in your IDE!
Then you can start :) Learn the tools well. Learn your debugger. Write good log statements (it will help you one day). Commit regularily and write good commit notes (it, too, will help you one day).
Postpone the issuetracking for now. Eclipse for one has a facility that any line marked with FIXIT: shows up in a special view. You can use that for now too just so you wont forget.
Oh, and also remember backups. The simplest way to do trivial backups is to work on a Mac which can use an external disk easily for this. This goes for both your own work computer and the source code management host.