This is a question we get asked a lot from people who are trying out GIMP as a Photoshop alternative. If you hit Save or Save As, you are only presented with the option to save as a .xcf file. To save the image you are working on as a .jpg we need to export it instead:
File->Export As
You can use the following keyboard shortcut to do this:
Shift+Ctrl+E
Now you can save the image as a .jpg rather than the (usually unfamiliar to people trying it out) .xcf format.