[quote]A person running Linux who doesn’t know Linux, is generally not going to continue using it.
[/quote]
Thats the reason why Linux has maybe 2% market-share on the desktop, and Ubuntu became the
biggest distro after others where on the market for years.
(The reason beeing Linux-freaks who dont grasp the concept of end-user usability)
A jar file is a universal executable…
Hm, how do you manage to put the JVM into the jar?
The jar file is just a container for the application that has to be correctly loaded/executed by the JVM.
If the JVM is not set up propperly, the jar file cant be executed with a simple doubleclick.
Even if it is, the end-user might have an outdated or non-compatable version of Java.
To be shure you should also include the runtime. (in case its a commercial game, not just a hobby demo)
Launch4j has feature to bundle the JVM for you, but it only support windows EXE.
To all of this mess I say sigh :emo:
Java is nice and cross-platform, but if you want to make client-side deployment of your application/game easy and mostly error-free you basically have to forget that and create X downloadable installer packages, each being your application bundled with a different runtime (Windows, Linux, Mac). You could even go as far as 32 bits / 64 bits, but I’d just take the easy road and only create a 32 bits windows, 32 bits Linux and 64 bits Mac bundle.
For the sake of completeness, even if it is a bit off-topic 
Java Web Start is also an alternative. Not problem free and maybe not easier than packaging installers/launchers for each platform.
http://www.oracle.com/technetwork/java/javase/overview-137531.html
That has the trouble of you already needing a runtime properly installed complete with proper functioning browser plugins That is usually where the problem lies.
If you’re targeting Linux (particularly Ubuntu, etc.) then you can package everything as a .deb file. This will then play well with the OS. This a blog post on how I’m packaging Praxis LIVE as a .deb - http://praxisintermedia.wordpress.com/2013/03/28/packaging-as-a-deb/ It’s relatively painless, though that process needs to be done on a Linux machine. There is a Java based .deb system that should work cross platform (not tried it) at https://github.com/tcurdt/jdeb/