Jailbreaking an iOS device is like unlocking it to do things that it normally wouldn't be able to do. It's like getting the keys to open the device and do things that the people who made the device normally wouldn't want you to do. It's not illegal, but it’s not recommended either because it could potentially harm your device and be a security risk. Jailbreaking your device will give you the ability to customize it and download apps that aren't available in the App Store.