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Studies on small-scale jets' formation, propagation, evolution, and role, such as type I and II spicules, mottles, and fibrils in the lower solar atmosphere's energetic balance, have progressed tremendously thanks to the combination of detailed observations and sophisticated mathematical modelling. This review provides a survey of the current understanding of jets, their formation in the solar lower atmosphere, and their evolution from observational, numerical, and theoretical perspectives. First, we review some results to describe the jet properties, acquired numerically, analytically and through high-spatial and temporal resolution observations. Further on, we discuss the role of hydrodynamic and magnetohydrodynamic instabilities, namely Rayleigh-Taylor and Kelvin-Helmholtz instabilities, in jet evolution and their role in the energy transport through the solar atmosphere in fully and partially ionised plasmas. Finally, we discuss several mechanisms of magnetohydrodynamic wave generation, propagation, and energy transport in the context of small-scale solar jets in detail. This review identifies several gaps in the understanding of small-scale solar jets and some misalignments between the observational studies and knowledge acquired through theoretical studies and numerical modelling. It is to be expected that these gaps will be closed with the advent of high-resolution observational instruments, such as Daniel K. Inouye Solar Telescope, Solar Orbiter, Parker Solar Probe, and Solar CubeSats for Linked Imaging Spectropolarimetry, combined with further theoretical and computational developments.