A jig head is a hook and a weight moulded as one piece. It does two jobs at once: it takes a soft plastic down to the depth you want, and it gives the lure its action, because the weight sits at the nose and makes the tail kick every time you lift the rod.
Choose by weight before hook size. A light head falls slowly and suits shallow water and cautious fish; a heavy one gets down fast in a current or deep water but drops like a stone and will spook fish in the shallows. The hook size then has to suit the plastic you are rigging on it.
The classic retrieve is to let it sink on a slack line, lift the rod, and let it fall again. Most takes come on the drop, so watch the line rather than the rod tip.