From Mac OS X Mountain Lion onward, new Mac OS X machines don't include Java.
Currently, JSesh expects java to be where it used to be on old machines, which means you must get it from here : http://support.apple.com/kb/DL1572 (before installing JSesh).
Note that I have experimented, and found the way to provide Java with JSesh. The bad news is that JSesh for Mac will "gain" 85 megabytes of binary code in the process....
If you really can't run JSesh, download the following version, which is pre-packed with java (and is a huge download): http://jsesh.qenherkhopeshef.org/files_jsesh/JSesh-jdk8.dmg