I was just thinking.. people flying from london to the US and vice versa feel exhausted after losing 7 houra of daylight. So did the same happen to Columbus crossing from portugal to the carribean?
While I sort of agree with /u/Probsbanned here I'll give a brief and serious answer.
No. He would not have experienced it. Jet lag occurs when you quickly travel from one time zone to another, generally within one sleep cycle. Columbus left La Gomera in the Canary Islands (GMT -1 geographically, in practice GMT) and arrived in the Bahamas (GMT-5) roughly five weeks later. This is 4 times zones difference over five weeks. The daily "change" in timezones would only have been a few minutes, not noticeable to the sailors.
Added to this is of course the fact that they had no non-solar way of accurately keeping time which meant that no one would have noticed or care much.