I am working in Java SE from last some time and now i have to start working in applications using JavaEE.
As its a huge collection of different APIs ,I need your help and guidance .
can you please suggest that from where i should start ?
Yep - you start by reserving a large amount of time and patience because you're not going to work this out overnight.
The JavaEE specification is huge comprising of a large amount of APIs (EJB, JPA, JMS, servlets, JAX-WS, JAX-RS, etc. etc.). There are a great number of application servers implementing this specification (Glassfish, JBoss, Weblogic, etc. etc.). Next to the JavaEE platform itself as provided by Oracle, there are also alternatives such as a wide variety of web frameworks and there is also the popular Spring framework which can be used to substitute I'd say 90% of the standard JavaEE platform.
You're not going to outsource making choices here. You're going to have to dig in deep, spend lots of time reading around, take lots of pills against head aches. All to find out what -you- think you can be comfortable with. This is going to be a tough one, especially because by the time you're ready to get on the job market, things may have changed radically.
To gain a fundamental understanding of the JavaEE specification, I suggest you give the book "Enterprise Javabeans 3.1" a read. If only to decide if you really want to go for pure JavaEE technology or perhaps an alternative. For the web side I'd suggest you start by reading into servlets and how to use Apache Tomcat 7 to service them. Get your feet wet with the very basics.
Please start learn the technologies in below order.
1. Learn and understand HTML, Java Script
2. Understand the basic structure of a dynamic web application.
3. Understand the importance of web and application servers.
4. Java Servlet
6. EJB, JPA, Spring
7. Design patterns used for web applications.
9. Configuration and Testing tools .