Jorrvaskr is the Headquarters of the Companions Guild in Skyrim. The Companions are a group that works for the good of Whiterun and Skyrim. It has no leader, just a Harbinger, Kodlak Whitemane. He directs them and works to ensure that the group deals honorably and works openly.
It is located inside the City of Whiterun
You go there to join the Companions and start the quest Take Up Arms
Just behind it is the Skyforge. This is what lead to the founding location of Jorrvaskr.