How to check if user sent me the BTC? I am developing JSP web. User will be redirected to another page only if he sends the certain amount of BTC, is there any listener which could check if money arrived to my wallet from the certain wallet address? 
And after leaving the page is there possibility to automatically send the money back to the user?

Maybe some good tutorial on bitcoinj or something? Any suggestions?
I would suggest using a Web API to get notified when a transaction happens on the address(es) you're interested in, it's by far the simpler. Something like this may help:

http://dev.blockcypher.com/#websocket_webhook