HttpServletResponse#setContentTypeをを設定すればよい。
Windows-31J、UTF-8はお好みで。
HelloServlet.java
public class HelloServlet extends HttpServlet {
protected void doGet(HttpServletRequest request,
HttpServletResponse response) throws ServletException, IOException {
response.setContentType("text/html; charset=Windows-31J");
PrintWriter pw = response.getWriter();
pw.print("こんにちは世界");
}
}