People new to web development confuse these three all the time and a daily basis. It is time to clarify the differences and to show these are three entirely different things.

Java
Java is a cross-platform language. This means it can be compiled and ran on any platform that has Java runtime installed. A Java applet can run in a web browser. The applet is limited to running in it's own area; it can't access the other elements on the HTML page.

Java applets run on the client machine. They can access a server with separate code and the connection can be static. For an example, it is possible to implement a chat client.

JS - JavaScript
A powerful scripting language commonly used in the web, based on ECMAscript. On the web JavaScript is used to do things not possible with HTML and CSS alone. The most effective way is to use DOM, Document Object Model, standardized by W3C (World Wide Web Consortium) to modify the structure and contents of a page.

JavaScript is ran on client machine. It can access a server using xmlhttprequest calls; this allows creation of pages that do not require reloading for the page contents to be up-to-date. The connection to a server is never static.

JSP - JavaServer Pages
JSP is an extension Java allowing use of the language as a server side language. The code runs always on the server machine and it can output final processed data to the client (commonly a web browser). Most often used to output HTML. JSP can be used to create forums, blogs and other software that requires logging to a server.


I don't know if this is worth to be a sticky. Atleast the information is now here for anyone that needs it and I'll link it to my signature.