Jessica was killed before the series started by a demon. The very same demon that killed Sam's mother when he was still a baby. Together with his brother Dean he travels through the country to find their father and the demon responsible.
Jessica was a college student and met Sam on campus. They began dating shortly after. The yellow eyed demon reveals that before her death, Jessica wanted Sam to introduce her to his parents. In What is and what should never be, Jessica is alive and still dating Sam.