Each of the points are defined below:
As we know that the servlets are written in java and follow well known standardized APIs so they are highly portable across operating systems and server implementations. We can develop a servlet on Windows machine running the tomcat server or any other server and later we can deploy that servlet effortlessly on any other operating system like Unix server running on the iPlanet/Netscape Application server. So servlets are write once, run anywhere (WORA) program.
We can do several things with the servlets which were difficult or even impossible to do with CGI, for example the servlets can talk directly to the web server while the CGI programs can't do. Servlets can share data among each other, they even make the database connection pools easy to implement. They can maintain the session by using the session tracking mechanism which helps them to maintain information from request to request. It can do many other things which are difficult to implement in the CGI programs.
As compared to CGI the servlets invocation is highly efficient. When the servlet get loaded in the server, it remains in the server's memory as a single object instance. However with servlets there are N threads but only a single copy of the servlet class. Multiple concurrent requests are handled by separate threads so we can say that the servlets are highly scalable.
As servlets are written in java, servlets inherit the strong type safety of java language. Java's automatic garbage collection and a lack of pointers means that servlets are generally safe from memory management problems. In servlets we can easily handle the errors due to Java's exception handling mechanism. If any exception occurs then it will throw an exception.
Servlets are tightly integrated with the server. Servlet can use the server to translate the file paths, perform logging, check authorization, and MIME type mapping etc.
The servlet API is designed in such a way that it can be easily extensible. As it stands today, the servlet API support Http Servlets, but in later date it can be extended for another type of servlets.
There are number of free web servers available for personal use or for commercial purpose. Web servers are relatively expensive. So by using the free available web servers you can add servlet support to it.
Recommend the tutorial