Long, content-heavy pages can be hard to navigate, so jump links let readers click through to the exact section they need rather than scrolling past everything else. When someone can't quickly find what they're looking for, they're more likely to leave the page. Jump links solve that by connecting a link, most often in a table of contents, straight to the section it refers to using an anchor, an id attribute on the target heading that the link's URL points to with a #. The same technique also shows up in "back to top" links at the bottom of long content.
Beyond user experience, jump links can earn a page extra visibility in search results. Google sometimes displays a set of "jump to" links, called sitelinks, directly under a search result for a long, well-structured page, giving searchers a shortcut straight to the section that matches their query. That only tends to happen on pages with a genuinely clear heading structure and working anchors, which is one more reason a proper table of contents is worth building on any page long enough to need one, rather than leaving readers to scroll and guess.
