I got it right now. In pages JSP I am putting as first instruction:
<%@ page pageEncoding="utf-8" %>
This fixes all problems. Other possibilities like to put response.setCharacterEncoding( "UTF-8" ) as first instruction don't work.
In relation to servlets I need to setup the character encoding before to get the PrintWriter object:
response.setContentType("text/html");
response.setCharacterEncoding("UTF-8");
PrintWriter out = response.getWriter();
These things have solved my problem of strange characters. To sum up: The problem was that the response coming out from JSP/servlet didn't have pointed that itself was encoded in UTF-8