Most jellyfish are barely even animals, many are in fact several colonies of highly interdependent species that happen to work together in the form of a jellyfish. As long as you feed them and keep them warm/cold/lit/dark as appropriate to the species you have, it's no worse than having a pet plant.

Cephalapods on the other hand are significantly more intelligent that previously though, and therefore unless you could provide a sizable (like med-large house sized) enclosure for several of them... Don't keep cephalapods.