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Since you've broken the project into small pieces, let me offer an option based on what we do with agile projects.
Get some index cards. On each card write down one component to be built. Put the cards in order of importance.
Now, grab the first one and work on that. If it depends on other things, just fake the dependencies. When you fake a dependency, be sure to mark the card that represents the dependency so you remember to connect to the real thing later.
The key is to get some working code as quickly as possible, even it it is very minimal. Being able to poke something real that works is much more useful than playing with ideas.
From your questions, I think you feel a little overwhelmed and are running into coders-block (writers block for coders).
The trick out of this is to get moving, get some momentum. So, start easy, make a stupid ugly html table with a button in each cell. Don't worry, you can make it pretty later. The key thing here is to write something.
Do this today, no matter how bad it looks. Get it done.
Next up, make a command line version of you tic-tac-toe. Don't worry about displaying a grid. Just be able to send moves (maybe something like: b2,c3,a1,...) and detect when someone has won. Be sure to use a separate class to deal with the commandline interaction.
This is your weekend homework
After you have a command line version that works, write a servlet that replaces the command line interface. The rest of the game code should be unchanged.
Monday's work
Last, connect the 2 with your ajax calls.
After that, just explore idea, polish your web page, and think of other ways to improve.
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