Java EE authentification process

I'm a beginner in Java EE programming and I'm trying to make my first web application.

Here is what I'm trying to find out:

• I understand how to use the HttpSession object to start a session after verifying username and password

• After this process should I verify (make a test (if)) in every protected page (jsp file that only authenticated user can access)?

• Is there any easier way to do this, or should I test in every page that a session is up and if not redirect the person to an authentication page?