This document provides an introduction to Markov jump linear systems (MJLS). It begins by discussing how dynamical systems are increasingly complex due to technological advances, requiring more efficient control systems. MJLS are introduced as a class of models that can account for abrupt changes in system dynamics by allowing the system to switch among a set of linear models based on a Markov process. Key characteristics of MJLS are described, including that the overall system behavior depends on the switching rate between models. Examples are provided to illustrate how MJLS can exhibit different properties than traditional linear systems due to switching dynamics.