Jecht was apparently out in the ocean or some jazz, when he came in contact with Sin. I'm guessing it was via the same process as Tidus' arrival in Spira, but not quite as destructive.

Can't remember where they say this though...

If you remember the fayth explained that the Spira they lived in was only a dream, thus whatever they dreamed would come true. They saw that Tidus truly hated his father as a child and they saw this as a chance for a means to an end.

i thought it was when jecht was going to play a blitzball match somewhere so they took the boat and apparently he never came bk. later on in the game the fayth explains to tidus about thenm being a dream, so im guessin it was their destiny to get rid of sin for good.

jecht was gone blitzball training on a beach when he came in contact with sin. so its the same way tidus did through sin and also sin is the only way to spira all we know.

Jecht went out fishing in the sea from Zanerkand one day alone and got in contact with sin and then was captured by Bevelle Guards and Braska and Auron freed him and used him as a guardian which incidencly Jecht turned into Sin

Aiden is right...that is the correct story you get told, and if you gonna ask for direct explanation, that is the best way to take it in....cos as Vanquished pointed out, we are dealing with a dream world, both Tidus and Jecht are part of the dream world but in the same time they crossed over to reality. How does dream becomes real and vice versa. The game deals with lot of opposing elements to each other....and biggest one is dreamworld vs reality world, figuring out where and when they cross over can be a bit confusing.

Tidus and Yuna are talking aboard the S.S. Liki, and Tidus mentions that his father Jecht went out to sea for training one day and never came back. That's probably when he encountered Sin and was washed away to Spira where he later gets thrown into jail for reasons unknown (the game never says) and shortly after Braska and Auron find him and decide to make him Braska's guardian.