int[][] is a jagged array, where int[,] is a two dimensional array.
plainly
var a = int[][]
allows you do have an array like this:
a[0] = new int[2];
a[1] = new int[5];
where as with int[,] you must always have the second portion of the array be the same:
var a = int[2,2];
a[0,0]
a[0,1]
a[1,0]
a[1,1]
you can't have a[2,2];