Hi and welcome.
First things to do before jb are :
Learn about tethered and untethered.
Learn about base bands.
I used redsn0w for my iPhone 4.
Search these forums for existing threads that talk extensively about jb.
Check out the scores of utube tutorials which also have links to get the downloads you will need.
Make sure you do a full back up before doing anything.
In case of trouble normally a restore thro iTunes will resolve most issues.
Learn how to restore and how to enter your iPhone into dfu mode.
Once you have jb then learn about whats stable and whats risky.
Do your homework !
Once you have completed the process your gonna be in a whole new world.