Jail is a place you can be sent to if you break the rules of the Matreshka RP world. Make sure to read them on the official Discord channel. You can get out with help from a lawyer, or simply serve your time.
You can try to reduce your sentence by working right in jail. Just go up to the locksmith workbench, take the wood you get, and bring it to the warehouse. Each portion of wood reduces your sentence by 15 seconds.