Jump rings are round pieces of wire that are typically not soldered, allowing you to open and close them easily with 2 pair of chain nose pliers. You can also use jump rings to attach pieces of chain to a clasp or to connect segments of mixed media jewelry design. They can also be used for chain maille pieces.
Split rings are coiled pieces of wire that function in much the same way a key ring does. These allow you to securely attach charms to chain to create cute charm bracelets. They can also be used to finish chain and beaded designs.