If you are well versed with basics of Java or Core Java then learning advance java becomes a must while you plan to pursue your career in Java Technology. It is an application based concept, also known as Web application as it run on server. "Advanced Java" is everything that goes beyond - most importantly the APIs are defined in Java Enterprise Edition, i.e. Servlet Programming, Web Services, the Java Persistence API.
Advance Java gives more strength to interact with database (JDBC), design front end (JSP), takes request from user and process them (controller- servlet).