JDO builds off JDBC technology. Similarly, Hibernate still requires JDBC as well. JDBC is Java's fundamental specification on database connectivity.
This means JDBC will give you greater control but it requires more plumbing code.
JDO provide higher abstractions and less plumbing code, because a lot of the complexity is hidden.
If you are asking this question, I am guessing you are not familiar with JDBC. I think a basic understanding of JDBC is required in order to use JDO effectively, or Hibernate, or any other higher abstraction tool. Otherwise, you may encounter scenario where ORM tools exhibit behavior you may not understand.
Sun's Java tutorial on their website provide a decent introductory material which walks you through JDBC. http://java.sun.com/docs/books/tutorial/jdbc/.