I'd like to test my knowledge in EJB, making an small application. Could you give me some ideas for doing with EJB?
Try to make a scheduling system for school. For example make COURSE, INSTANCE OF A COURSE, INSTRUCTOR, LOCATION, REQUIREMENTS FOR A COURSE.
First make entities, then facades and try to play with them. Then you can make a web interface and webservice.
Use them all:
Message: a message driven bean listens on a queue. keep the message simple: a simple string message sent by an external client.
Entity: a persistent entity records the last message received. msgBean updates the 'lastMsg' property of the entity. This is transactional.
Session: a stateless session returns the last message at any given moment, as a simple service.
Session: a stateful session for a simple servlet client. the web ui has a text field (for last msg) and a button for refresh.
If you can do that, you are pretty much on your way.
Write a blog engine. It can be as simple or as complex as you like. The concept will be easily understood by anyone you show it to. Plus there are plenty of examples to refer to if you get stuck. Also, if you need help along the way it won't be hard to explain to someone (on StackOverflow, for example) what you're stuck on. They will intuitively understand.
Try to play with the code example of EJB in Action. You can find the source here. The source is available for JBoss, Glassfish, OracleAS. In this way, you can have a good grasp on all type of beans, plus JPA stuff.
Cheers.