Jet lag occurs when a person crosses several time zones in a short period of time, disrupting his internal circadian rhythm. E.g., his body is telling him that it's time to go to sleep, but outside the sun is rising. It would be impossible to develop jet lag when traveling by boat, horse, cart, foot, etc. because the body would have enough time to adjust to the local time when traveling through a region.
According to Medical News Today: "The term "jet lag" is a relatively new one, because up to about 80 years ago nobody travelled across many time zones rapidly - there were no jets or any other kind of rapid transportation. For this reason, many languages, such as Spanish or German also use the English term "jet lag" or "jetlag" in their own languages. In French it can be called le décalage horaire."