Please send me hints for server side programmng in JAVA(servlets) .What are the pitfalls in
This kind of programming

Try the Google Web Toolkit. It has some easy examples of AJAX programming with a java servlet backend.
Getting Started - Google Web Toolkit - Google Code (http://code.google.com/webtoolkit/gettingstarted.html)

If your server takes too long to respond, the client could time-out so use threads to make sure the connection stays active. Other than that I haven't encountered many pitfalls.