In ADF 11g you can use the initialFocusId property of the af:document component to set the input focus on a UIComponent. On the UIComponent you need to set id property and set the clientComponent property to true. And use this id in the initialFocusId property of the af:document component which is only located in a ADF Page. This is not so hard to do, but sometimes it can be tricky to find the id of a component when you use regions ( Bounded Task Flows ). To solve this you can use the developer tool of Google Chrome or the Firebug plugin of Mozilla FireFox. Select the UIComponent and take a look at this id, you can remove the ::content part.
The solution is to lookup the region UIComponent and try to find the UIComponent from there, get the clientId and use this value.
Here are some screenshot of the possible scenarios.
Set the focus on the Label 2 item, this is in the ADF page.
Example page with the af:document and initialFocusId property set on a managed bean
The managed bean which controls the focus
Here is the example workspace