Jump stitches occur when your needle moves from one section of a design to another and leaves a line of thread behind. Whether your design has these “stitches" in it or not is a result of how the design was digitized. Jump stitches can be used for things such as small letters or stitching separate sections of the same color, in order to help the design run smoothly without cutting the thread after each completed section. Remember to trim the longer jump stitches when your design is finished so your work looks clean and professional. The shorter jump stitches, placed strategically between letters, will not need trimming as they will most likely not be visible.
Source: Olivia Dean