You can narrow your range a bit by realizing HTML5 is HTML, and jQuery is a library written in JavaScript. The same regarding CSS.
Now to be on top of things you need to learn the basics very well, and be aware of the differences between the versions of each standard. This will guide you in knowing when you want to go with full HTML5 and CSS3 and when you may want to maintain compatibillity with older versions. Do you need to support older browsers? Do you really need the features of the newer standard? There's no fixed answer to any of these issues, and the answers may be different from project to project.
Specifically on JavaScript vs jQuery, I would go for learning the basics first. If you know JavaScript, you will have no problems understanding jQuery as well. Further you will better be able to appreciate the nice stuff that it does for you, and you will be able to determine when to use it and when not to.