Jurisdiction means having a legal right over something. A court can have jurisdiction over a legal question, and a government can have jurisdiction over another country or territory. Even your parents could be said to have jurisdiction over you while you're under 18.
This noun jurisdiction descends from Latin jūrisdictiō, formed from jūris (from jūs "law") plus dictio, "the act of saying." Think of it as who has the right to "say" what "the law" is. In the U.S., certain crimes are tried in state courts, but when a crime involves more than one state, jurisdiction moves to the federal court system, just as the local police step down and the investigation is handled by the FBI.