If you absolutely new to JEDI-SDL (or graphics programming at all) it does help to use the included JEDI-SDL demos looking at how it initialized SDL and how the functions and their parameters work.

Some of the initial setup of JEDI-SDL within your program needs to be in a specific order. Then of course if you left something out, for example the window handler, etc then you could have the same effect as what you've described happening.

Please post some code of how you've initialized JEDI-SDL within your program.