I agree with afb. jsp (and enterprise java in general) is a big can of worms. php is much more appropriate for diy stuff at home.
That being said, start with a java server:
tomcat There should be a few basic lessons to get you started and examples provided with the server as well. Then, if you know java, you can just start embedding java code into your html with <% %> tags (plus a few other tricks for imports and such). But writing alot of actual java code in a jsp is bad form. The jsp expression language is better (but then you might also want to learn servlets...). By that point you'll also want to learn ant to simplify build/deploy, even if you're just fooling around. It never stops, there's always something else...
Edit: and if you do get into the jsp, keep coming here. We need more java stuff in this forum.
