Question: I'm new to jedit, and I haven't yet found out how to open a new window. For example, I want to be editing one set of files in one space on my Mac, and edit a different set of files in another. Does anyone know how to open a new instance/window of jedit to make this possible?

Thanks

Answer: 
It is possible to really Open a new instance of jEdit, and not only to open a new set of buffers in the same instance. 

You have to launch jEdit with the -noserver option.
"Do not attempt to connect to a running edit server, and do not start one either."

Please see documentation here : 
<http://www.jedit.org/users-guide/cli-usage.html#d0e471>

On Windows, to set this option you have to add it to the command line of the shortcut which launches jEdit.
The following command line invocation will solve your problem:
jedit -noserver 

You can create an alias for jedit that contains the above.

In the Jedit help, see Chapter 2, "Starting Jedit", in the section on Command Line Usage, Edit Server Options, and you will find the -noserver description.