never assume a servlet's constructor will be called.
In fact unless it's a no-args constructor it's guaranteed to not be called!
Typically a servlet is instantiated once, when it is first needed, per member of a cluster (which means once for most people, as most people don't run their applications in a clustered environment).
After that the servlet engine will keep it in memory and launch a new thread for each time a service method on that servlet is requested to be executed.
You still haven't provided your code, so we can still only guess. If you are doing things in the "standard" constructor, it should work, but I wouldn't count on it. If you have any other constrcutor, then forget it, as it will never be called. For the most part, however, instance/class variables in a Servlet are usually not a good thing. Most people just starting use them wrongly and have from very serious side effects from it.
Satish, store the client information / state in client session i.e. session variables. Since the servlet class is loaded in memory on its first invocation and the client reqests just result in the creation of thread, storing state in servlet instance variables would make them kind of global, i.e. accessible by each and every client.
To store common information related to the entire web application, look into the <context-param> element of deployment descriptor. To store common information related to a particular servlet, look into <init-param> element of deployment descriptor.