They looked exactly like the other Aiel, tall, with light-colored eyes in sun-darkened faces, dressed in the same clothes except for lacking veils. They wore no weapons save for simple belt knives, suitable for work. 
- See also: Da'shain Aiel
Age of Legends and Breaking
The Jenn were descended from the Da'shain Aiel of the Age of Legends. During the Breaking of the World, at the command of Solinda Sedai, they were assigned to bring a cache of angreal, sa'angreal, and ter'angreal to the place of safety that would eventually turn out to be the site of Rhuidean.
The first split
The first split among the Da'shain Aiel occurred while the Aiel were traveling in the south of the Westlands. Following a raid, some of them, led by Sulwin, decided to forsake the command of the Aes Sedai and instead seek out the Song, thinking that will bring back the time of peace and prosperity. These people went on to become the Tuatha'an.
The second split
The Aiel who kept to the Way of the Leaf adopted the term "Jenn," meaning "true" in the Old Tongue, after the second split. This split also occurred after a raid.
After some Aiel children were kidnapped, a few young members donned their dust veils and launched an impromptu rescue mission. They were able to save the kidnapped members, but one of them, Lewin, accidentally killed one of the raiders. Because of this, Lewin was not allowed to return to the Aiel wagons.
However, Lewin insisted that he was still Aiel, and followed the Jenn's wagons in order to provide protection. Over time, various other Jenn drifted over to follow Lewin, and their different attitudes eventually gave rise to the various warrior societies, septs and clans among modern Aiel.
As time went on, the Aiel population swelled while that of the Jenn dwindled. The Jenn, protected by the "Lost" Aiel, many of whom were descended from Lewin himself, founded the city of Rhuidean with the help of Aes Sedai that they had encountered. The city was originally intended as a cache of angreal, sa'angreal and ter'angreal and a haven for Jenn and Aes Sedai; however, there were too few Jenn to make this viable, and so a new purpose was introduced.
A huge ter'angreal was constructed in the middle of Rhuidean, which would function as a test to select new clan chiefs and Wise Ones. This ter'angreal showed candidates the true history of the Aiel through their ancestors' eyes in order to teach their leaders about their true heritage and prove them to be strong enough to hold it. "Who cannot learn, will not live." Some never come out of Rhuidean.
Attitudes towards Jenn
Today, Aiel prefer not to speak of the Jenn. If they do, it is in hushed tones and with reluctance. They are also referred to as the "clan that is not."