With Jekyll, you can create a blog (or other site) out of static pages. What that means is that it doesn't have a database. Usually with a blog, you would store all of your posts in a database, and when a user goes to view the blog, the server would read the posts from the database and serve them to the user. With Jekyll, each time you write a new post, the entire website is re-built as static web pages, so that all the server has to do is serve the pre-built pages.
The advantage of building a static website is that there is less load on the server--all it has to do is give users the completed page they requested. These pages load lightning-fast, and they can be served to many users simultaneously. In addition, they can be hosted for free on platforms like Github Pages and Netlify.
With Jekyll, posts are written in markdown and compiled to HTML, making writing posts simple and the results look consistent. Jekyll blogs are tracked with Git, so they can be written offline.
The main disadvantage to Jekyll, is that it is not the most user-friendly. It utilizes Git, markdown, liquid templating, Ruby, and YAML frontend markup. In addition it's not very fun to set up. You won't want to set up your mom's knitting blog in Jekyll, but it's a solid choice for a coding blog, and once it's set up it's easy to maintain.