The word 'Jay' used to mean stupid, and was eventually applied to country folk. When these Jays came to the city, they didn't understand traffic signals; thus, they were 'jaywalking.'
Jaywalking is defined by being the illegal or reckless pedestrian crossing of a roadway, but where did the term come from in the first place?
Folklore might suggest that it comes from the letter “J” being the path one might follow to “jaywalk”. More likely, though, it has another origin.
The first recorded usage of the word came from the United States, and that is thought to be where the term originated. It’s generally believed that “jaywalking” is a compound word, with the two words being “jay” and “walk”.
One meaning for “jay” is an inexperienced person. In towns in the American Midwest in the early 20th century, "jay" was a synonym for "rube," a derogatory term for a rural resident, assumed by many urbanites to be stupid, slightly unintelligent, or perhaps simply naïve. Such a person did not know to keep out of the way of other pedestrians and speeding automobiles.