Here are the steps to create your first Java servlet application:

1. Install Java: Before you can create a Java servlet application, you'll need to install Java on your computer. You can download Java from the Oracle website.

2. Install a Java development environment: There are many Java development environments to choose from, such as Eclipse, NetBeans, and IntelliJ IDEA. Choose the one that you are most comfortable with and install it on your computer.

3. Set up a web container: A web container, such as Apache Tomcat, is required to run a Java servlet application. You'll need to download and install a web container on your computer.

4. Create a new Java project: In your Java development environment, create a new Java project and give it a name.

5. Create a new Java class: Within your Java project, create a new Java class and give it a name. This class will represent your servlet.

6. Extend the HttpServlet class: In your new Java class, extend the HttpServlet class to make it a servlet.

7. Implement the doGet() method: Override the doGet() method in your servlet class to handle incoming HTTP GET requests.

8. Create a web.xml file: In the WEB-INF directory of your Java project, create a web.xml file to map the servlet to a URL.

9. Build and deploy your application: Build your Java project into a WAR (Web Application Archive) file, and deploy it to the web container.

10. Test your application: Launch your web browser and enter the URL for your servlet application. If everything is set up correctly, you should see the output generated by your servlet.

These are the basic steps required to create your first Java servlet application. From here, you can add additional functionality, such as database access or user authentication, to create a fully featured web application.