Learn to play jazz riffs, chord and rhythms Learning how to play jazz guitar is no cakewalk but then that's what attracts most of us to the style to begin with. Jazz guitar is indeed challenging, however it's also extremely rewarding because the form allows you the ultimate freedom of expression as a musician. But before you can exercise that freedom, you have to put your time in listening to jazz, watching video jazz guitar lessons, and learning the requisite theory, chords, rhythms and vocabulary.