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A servlet has several special methods which are invoked at different times during its lifetime:

• When a servlet is first created, its init method is invoked.  You can override this method to do one-time initialization for your servlet code.
• Subsequently, each user request results in a thread that calls the servlet's service method. Multiple concurrent requests cause multiple threads to call service simultaneously, unless the servlet implements the SingleThreadModel interface. Use of the SingleThreadModel interface restricts the servlet to a single thread at any given time, which is not usually encouraged for performance reasons.
  The service method implemented in the HttpServlet class dispatches the HTTP request to:
  • doGet, for HTTP GET requests
  • doPost, for HTTP POST requests
  • doPut, for HTTP PUT requests
  • doDelete, for HTTP DELETE requests
• Finally, if the server decides to unload a servlet, it first calls the servlet's destroy method.

Only a single instance of a given servlet is created, and each incoming user request for that servlet results in the spawning of a new thread, which then calls service.

You can override the service method if you wish, but there are seldom good reasons to do so, and it's discouraged.  Overriding doGet, doPost, etc. is the preferred way to go.

Because of the multi-threaded nature of servlets, it is important to do appropriate thread synchronization when accessing shared resources -- which includes class and instance variables!  Note that local variables are not shared resources, and do not have to be synchronized.