here is the learning path most people follow:
1) prepare a resume and claim you know all technologies you have heard their names!
2) submit your resume to some companies
3) get hired by one of them
the rest will be done by the company! ;-)
but if you want a more serious path in j2ee, the sun j ee tutorial has also showed different pathes,
one is for web development, covering ejb, one covers web services, one jsf, etc
follow the one you like