It's probably a latency issue; jumping requires your character to be exactly at the position you see it, so that you'd make the jump to the different platforms you may be at. If - for whatever reason - your character isn't where you see it (because the Flash client and the server disagree on where you are standing), pressing jump makes your character walk to your current position first.
Try waiting a bit and see if you jump after like 5-10 seconds: if that's the case, it was indeed a latency problem. If your character still doesn't jump, Ctrl+Click it (or the monster you're controlling), click on its name and then file a bug report that includes the time (to the minute, if possible) when it happened. I can then check the logs and see what was going on with the character at this time.
