As far as I know, I would get best performace using Opengl, and would get the project better organized and would deal with the 3D objects in a network better using Java3D or Xith3D. Am I correct?
No. The high-level system are built to keep performance high in complex environments. For simple environments, you will be faster with low-level APIs like JOGL, but the higher the structures get, the more you'll start to reinvent Xith/Java3D.
Maybe your scenestructure doesn't match a scenegraph; in this case, yes, start with JOGL and build your own high-level stuff.
Also, I would like to know if Java3D really is slow, takes more space, more memory and stuff, is it true?
Depends. Mostly yes. For a VR-type of application you might draw benefit from Java3Ds asynchronous behaviour system. A thing that Xith doesn't have. Or if you wanna run in a CAVE.... that's what Java3D was made for.
Is it possible to use Java3D in my aplication? Couse a important part of the project is study he behaves of the virtual environments when more users connect to it. Would it be a issue when sending packages over the network with informations about the objects(like position, moviments, if it´s selected by other users and more)?
This is more a networking question and doesn't depend so much on the rendering API.