First of all, JSP runs on a web server, creates HTML / CSS / JavaScript and sends it to the webbrowser. Webbrowser extracts HTML / CSS / JavaScript and interprets / applies / executes it. If the Java / JSP performed its task correctly, the web browser should not retrieve any line of Java / JSP code. Just because it does not understand. Right-click and select Source View. It will become clear. Does it have? :)
Now in a web browser you can use JavaScript to display dialogs. For instance. one-button dialog box:
<script>alert('An alert message');</script>
A confirmation dialog with two buttons (which returns true or false depending on the button pressed):
<script>var confirm = confirm('Are you sure?');</script>
A dialog prompt with two buttons (which return an input or nothing depending on the button pressed):
<script>var input = prompt('Enter input', '');</script>
Just write it on the JSP page in the usual way. JSP will send it to a web browser.
See also:
To take it one step further, you can use more advanced JavaScript and a good CSS snapshot in combination with the HTML <div> element to create a beautiful dialog box. You can find here a few examples based on the jQuery user interface.