If you want to bundle jQuery to your web part package, use npm to save it as part of the package. If you choose to load jQuery from a CDN, you might accidentally use the wrong version.

npm install [email protected] --save 
npm install @types/[email protected] --save 

Again, pay attention to the versions you are using. If you try to load the latest version, everything may seem to be working just fine:

But when you actually import the type definition file in your web part file and then start the project with gulp serve, you could get about a thousand errors:

To clear out the errors, uninstall jQuery and the type definitions and try again with different versions:

npm uninstall @types/jquery --save 
npm uninstall jquery --save 
gulp clean