There are a few common misunderstandings about jazz which you need to be aware of.
Firstly, jazz is not a style of music. It is a different way of playing music. The process is different. For most other types of music, regardless of style, the process will usually follow the similar pattern of... 1: The musician practices and learns their "part"... 2: The musicians get together to form the ensemble and "rehearse". This involves everyone playing their "parts" together and working on fitting them together until they all get it "right"... 3: The ensemble goes on stage to "perform" where their goal is to try and recreate the moment when they got it "right" in the rehearsal, but this time in front of an audience. Compare this to a jazz musician who walks on stage to perform and does not yet know what notes they are going to play. The fundamental difference is the huge ingredient of improvisation. This is essentially composing your own part as you play it.
So the jazz musician needs to have the instrumental skills of the performer and the knowledge of the composer, which is usually two different jobs in other types of music. But added to this is the pressure of doing it in real time, on the spot, as you play it, in front of the audience. As the great pianist Bill Evans explained... The classical composer can spend 3 months writing 1 minute of music and the classical musician can spend 3 months practicing 1 minute of music. 6 months to create 1 minute of music. But the jazz musician has to compose and play 1 minute of music in 1 minute.
This of course means that there are an additional set of skills which need to be developed and practiced...
When playing jazz it is important to be able to transpose your phrases/motifs/melodies/licks/ideas and to help enable this we always relate the melody note to what chord it is on/under/over/with and not the key signature, as tends to be done in classical music theory or analysis. So if you play a G on a G7 chord it is identified as a 1 (the root note of the chord/scale) but if you play a G on a C7 chord it is identified as a 5 (the 5th note of the chord/scale) no matter what the key signature is. This can take some getting used to and demands that you are very familiar with your scales but it can be extremely useful and, once fluent, enables you to make sense of your melodic ideas and then transpose them to any key or other similar chord progression.
In jazz theory the chords are often referred to by roman numerals, relative to a key centre, which may or may not correspond to the key signature. Again this can take some getting used to, but is extremely helpful when transposing and also making sense of the harmony. It helps identify the "function" of the chords. It also means that everyone in the room is talking about the same thing, no matter whether or not they are playing a transposing instrument.
Reading and understanding chord symbols is an essential part of playing jazz. They are a short hand way of implying a lot of information quickly. As with any new language it can take some time to become fluent. When describing chords and scales jazz musicians often refer to flattened this and sharpened that. This is always relative to a major scale. So, you need to be absolutely fluent in all 12 major scales, so that then you can relate the alterations of the other scales/chords to the fundamental sequence of the major scale. For example an Am7 chord would imply an A dorian mode which we describe as having a flattened 3rd and flattened 7th. These alterations are relative to the major scale. Therefore an A major scale (A, B, C#, D, E, F#, G#) with a flattened 3rd and 7th becomes A, B, C, D, E, F#, G, which is A dorian mode, which fits on an Am7 chord. In order to make the alterations you have to know your A major scale first. Therefore it is extremely important that you are very familiar and fluent with all 12 of your major scales, so you can then start using them as a basis to describe/think of the other altered scales and modes.
Learn all 12 major scales! Make sure you are fluent. Think of them numerically (1, 2, 3, 4, 5, 6, 7) in each key. Don't just think of the letters. Think about what number/degree of the scale it is. When you are in G major an F# is 7. When you are in D major an F# is 3. When you are in A major an F# is 6... etc, etc, etc...
There have been several documentaries made about the history and development of jazz and you should watch as many of them as possible. Documentaries will help you gain an over view of the history and evolution of jazz, like a "time line", which will help you make more sense of each different style of jazz that you explore and how it fits in with the other styles of jazz. Knowing what came before and after a particular style of jazz puts it in a time and place and as you learn to hear the threads of history running through the music it will help inform your artistic choices and improvisational techniques.
I would recommend the following...
Jazz (A History of Jazz) by Ken Burns
Jazz Britannia by the BBC
1959 The year that changed jazz by BBC Four
Also do check out documentaries on individual artists such as...
Nat King Cole