This is probably the first question you should be asking yourself if you have never heard of it. To put it in super simple terms, Jekyll is a static website generator. Think about it as a system that allows you to create a blog enabled website without needing a database to house the data. For more of the official definition you can check out the jekyllrb.com
Well for me, it was a matter of not having the need for a database or some exact type of server to run my website. In fact, the site you are reading this on is a Jekyll website hosted on github itself.
For me, the biggest thing was setting up the environment for running Jekyll. I recently tried to walk someone through getting their computer ready to install and run Jekyll and it took a little bit to install homebrew, install ruby and an actually usable version.