Hah! That's actually a pop culture reference to "Star Wars". Jedi are warrior-priests with psychic powers who do a bunch of random stuff (depending on the current story they're in). I won't go into specifics about that because it's really long, confusing, and often contradictory. But two of the things they're notable for, both in their stories and in real life, is their supernatural perception (many of them can literally see a couple of nanoseconds into the future, which gives them superhuman reflexes) and their battle prowess. I don't recall who said this line in "Lost" because I haven't seen it in years, but I assume that they either did something or witnessed something that was impossibly fast, awesome, and "kickass". Thus, they referred to it as a "Jedi moment", because they either felt like a Jedi or they felt like they just watched a Jedi.