If you get sent to Jail there is no need to panic you should be released again soon because you are still starting your criminal career.
The higher ranked players are in jail for a much longer time, and you can help them out!
Click on “Jail” in the menu. At the bottom of the page enable the bust & buy out message setting(this way you can get rewarded by other players if you manage to bust someone out). To bust simply select a person and press the “Bust out” button. Don't forget to do a regular crime or attemp to steal a car!