By default, the System.out and System.err output of servlets is sent to the server log, and during startup server log messages are echoed to the System.err output. Also by default, on Windows, there is no console created for the System.err output.
You can change these defaults using the Administration interface. For more information, see “Setting Error Logging Options” in Chapter 10 of the Sun Java System Web Server 6.1 SP9 Administrator’s Guide.