For games though, I would recommend avoiding applets if you can.
Either offer an executable jar, a bundled exe(For windows convenience) or if you are really deadset on the web. LibGDX offers a great html5 publishing ability.
There are other ways to port to html, and a lot of times it works fairly well. Or possibly even a JNLP I think would be better?
I used to spend a lot of time trying to get applets to work, then I realized its not worth it, for dozens of reasons. Especially now with more browsers throwing more warnings about it. The mountain is even steeper.