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public class AuthenticationFilter implements Filter {
@Override
public void init(FilterConfig filterConfig) throws ServletException {

}

@Override
public void destroy() {

}

@Override
public void doFilter(ServletRequest servletRequest, ServletResponse servletResponse, FilterChain filterChain) throws IOException, ServletException {
    HttpServletRequest request = (HttpServletRequest) servletRequest;
    HttpServletResponse response = (HttpServletResponse) servletResponse;

    String login = request.getParameter("login");
    String password = request.getParameter("password");

    UserDaoImpl userDao = new UserDaoImpl();

    HttpSession session = request.getSession();

    if (nonNull(session) && nonNull(session.getAttribute("login")) && nonNull(session.getAttribute("password"))) {
        User.ROLE role = (User.ROLE) session.getAttribute("role");

        moveToMenu(request, response, role);
    } else if (userDao.userIsExist(login, password)) {

        User.ROLE role = userDao.getRoleByLoginPassword(login, password);

        request.getSession().setAttribute("password", password);
        request.getSession().setAttribute("login", login);
        request.getSession().setAttribute("role", role);

        moveToMenu(request, response, role);
    } else {
        moveToMenu(request, response, User.ROLE.UNKNOWN);
    }
}

private void moveToMenu(HttpServletRequest req, HttpServletResponse res, User.ROLE role) throws ServletException, IOException {
    if (role.equals(User.ROLE.ADMIN)) {
        req.getRequestDispatcher("/WEB-INF/view/adminPage.jsp").forward(req, res);
    } else if (role.equals(User.ROLE.USER)) {
        req.getRequestDispatcher("/WEB-INF/view/userPage.jsp").forward(req, res);
    } else {
        req.getRequestDispatcher("/WEB-INF/view/index.jsp").forward(req, res);
    }
}
}

request.getSession().setAttribute("password", password);
request.getSession().setAttribute("login", login);
request.getSession().setAttribute("role", role);

<html><body>
    <h1>Dear, User!</h1>
    <br />Your login: <% out.println(session.getAttribute("login")); %>
    <br />Your password: <% out.println(session.getAttribute("password")); %>
    <br />Your role: <% out.println(session.getAttribute("role")); %>
</html></body>

PrintWriter out = response.getWriter();
out.println("...");
...

out.println("<html><body>");
...
out.println("</html></body>");

<html><body>
    <h1>Dear, User!</h1>
    <br />Your login: <%= session.getAttribute("login") %>
    <br />Your password: <%= session.getAttribute("password") %>
    <br />Your role: <%= session.getAttribute("role") %>
</html></body>

PrintWriter out = response.getWriter();
HttpSession session = request.getSession();
...

<%@ taglib uri = "http://java.sun.com/jsp/jstl/core" prefix = "c" %>
<html><body>
    <c:choose>
        <c:when test="${user == null}">
            <h1>Hello, guest!</h1>
        </c:when>

        <c:otherwise>
            <h1>Dear, User!</h1>
            <br />Your login: ${login}
            <br />Your password: ${password}
            <br />Your role: ${role}

            <form action="/change" method="POST">
                <br />Change your login: <input type="text" name="login" />
                <br />Change your password: <input type="password" name="password" />
                <br /><input type="submit" value="Change" />
            </form>
        <c:otherwise>
    </c:choose>
</html></body>

...
User user = new User(login, password, role);
session.setAttribute("user", user);
...