In (my) simple terms: If that servlet is held in memory after being called for the first time, you save the repeated loading of the code for each request. This doesn't happen if you are using a CGI script. Each call of the CGI script causes the server to read the script file from hard disk (or wherever it is stored) (and interpret it) and execute it. If there are a thousand requests of that script, it will be loaded from disk for a thousand times...

As we don't know what you exactly mean with servlet, I think of the difference between mod_perl and "plain" CGI. Others, who have a deeper insight in this topic may be able to provide further details, documentation links or corrections of my words.