
There isn't really much to see, aside from a a couple of small and ordinary mosques. Stroll around to see the town itself and you'll likely make a couple of friends.
Jessore is fairly small and navigable on foot, though it's layout is a bit random and you'll be asking lots of directions from friendly folks happily willing to point a finger in any direction (including the wrong one).
Cycle-rickshaws are plentiful. From town to the Khulna-bound bus stop should cost Tk 5.