Question: Where should I start?

Answer: Assuming the framework you are using does not suffice your use cases and you would like to develop your own AJAX components or functionality I suggest you start with the article Asynchronous JavaScript Technology and XML (AJAX) With Java 2 Platform, Enterprise Edition.
If you would like to see a very basic example that includes source code you can check out the tech tip Using AJAX with Java Technology. For a more complete list of AJAX resources the Blueprints AJAX home page.
Next, I would recommend spending some time investigating AJAX libraries and frameworks. If you choose to write your own AJAX clients-side script you are much better off not re-inventing the wheel.
AJAX in Action by Dave Crane and Eric Pascarello with Darren James is good resource. This book is helpful for the Java developer in that in contains an appendix for learning JavaScript for the Java developer.