Thanks to this post, a clear explaination about how to specify a Many-to-many relation between 2 entities with a <master> and <slaves>.
When you map a same "ManyToMany relationShip" in both directions, you 
need to tell which of these two directions is (kind of) the "master". 
So : one of your @ManyToMany annotations must have the info : 
"mappedBy" : 

For example : if you have two entities : "Event" and "User", and a 
User can "follow" several "Events", 
and an Event can be followed by several Users ("ManyToMany 
relationShip"). 

You would have : 

in the entity User : 
@ManyToMany(cascade=CascadeType.ALL) 
    public Set<Event> followedEvents = new HashSet<Event>(); 

in the entity Event : 
@ManyToMany(mappedBy="followedEvents") 
    public Set<User> followsByUsers = new HashSet<User>(); 

Thanks to Dam74 !