Like what achielies said you need cydia to install it because without cydia no 'security holes' are created for unauthorized apps. Unless of course to want to try to develop your own security holes, make a bunch of folders, find all the ifile's folders online and then hopefully you haven't bricked your device.
Personally I think jailbreaking is harmless. Sure it will slow your device down a bit but on my 4S it isn't really noticeable.
1.Junk-Jack-Wiki 2. The world is big, 256 blocks high and 768 across. 3. Who is John Galt? 4. Searching for a much needed counterpoint to my cynical world view. 5. We scream, we shout, we wail, we cry; but in the end we all must die.