Based on the little snippet from Jay's wiki page about him waiting for the inheritance letter.

Jay was in the garage with Nya working on some repairs thinking that today would be like any normal day when they weren't fighting someone. He was very wrong. He was just about to add the finishing touches when Cole came in.

"Hey Jay, there's a letter for you!" Jay told his friend to just set it down as it was probably from his parents and he could read it when he was done.

"Are you still waiting for that inheritance letter?" Nya asked her partner after Cole had left. She had watched as he would get his hopes up every time the mail came only to be let down. One time he had even assaulted the mailman because he was convinced that the letter was there and the mailman just wasn't giving it to him.

"I know it's coming Nya, I just have to be patient," Jay said, wiping the sweat and grease off of his face. Nya studied his expression for a minute before cleaning off her own face.

"Hey, it finally came!" Jay yelled startling Nya. She walked over to Jay curious as to what he was talking about.

"What is it?" Nya asked, standing on her tiptoes so she could see over his shoulder clearly. She would never forgive him for growing taller than her.

"It's the inheritance letter, I can't believe I actually got it."

"Are you okay?" Nya asked, noticing the change in Jay's mood. He didn't answer at first, causing Nya to worry. She wrapped her arms around him in a comforting hug, a sign that she was there for him.

"I don't know how to feel about this. I mean yeah I'm happy I got a lot of money, but that means my biological father is dead. I never knew him and now I have no chance at meeting him." Jay set the letter down and placed his hands over Nya's. His mind was swimming in a pool of emotions and he didn't know what to do except let them all out in the comfort of his lover.

A few hours later Jay lay in his bed reading over the letter once again. He had hoped there would be some clue as to why his parents had abandoned him but he couldn't find anything. Every time he read it he was met with the same words.

My dear boy,
If you are reading this it is because I'm dead. It has been almost twenty-one years since I last saw you. I am extremely proud of the person you have become and I know your mother feels the same way. Inside I have included the key to my house and the information to access the account with the 20,000,000 yen.
  
                                     -Your father, Cliff Gordon

Jay picked up the key that was referenced in the letter. It was a simple gold key, yet to Jay, it was much more. "Maybe this is the key to finding answers. Heh, even now I'm making puns."

Jay threw on a hoodie and a pair of shoes, grabbed the key, and went down to the garage. His footsteps echoed through the large area as he made his way to one of the many vehicles.

"Where are you going?" Jay jumped at the sound of Nya's voice. He should have known she would wake up just to check on him.

"I was going to my dad's house, hopefully, there might be answers there," Jay answered, picking up the keys to the motorcycle that he had dropped.

"Do you want me to come with you?" Nya asked, rubbing the sleep from her eyes.

"That would be nice," Jay said, starting the motorcycle and making sure Nya was holding tight. The drive to Cliff's mansion was a quiet one, which if it weren't for the situation would have freaked Nya out.

By the time they got there, Jay was nervous and starting to regret coming. He was considering turning around when he felt Nya squeezing his hand, silently telling him that it would be okay.

"It's exactly how I remember it," Jay said, walking into the very large and very fancy house.

"Yeah, Fritz Donagen must have been his favorite role," Nya said, looking at the different merchandise of said character. Jay walked over and pulled on the little statue that served as the lever to a secret door. He walked into the room finding that almost everything was the same as when they fought Nadakan, the only difference was the book. Instead of a book on how to woe women it was a small journal with a leather cover.

"I wonder what this is, it wasn't here last time." Jay examined the journal trying to find any clues as to what it was. When he opened it to the first page he saw, in great bold lettering, Libbie Gordon's diary.

"Libbie, was she my mom?" Jay asked aloud, flipping through the pages.

"It sounds like your parents really loved each other," Nya said, taking the diary and reading several of the pages. "This one is different." Nya handed the diary back to Jay so he could read it.

I can't do this anymore. As the master of lightning, I have made many enemies. I had hoped this would be a safe place to live but I was wrong. I don't care who comes after me but I couldn't live with myself if anything happened to Cliff and Jay. If I want to keep them safe then I need to leave.

"She left to keep us safe? Wait then how did I end up at the junkyard?" Jay flipped to the next page and saw that this entry was written by his father.

Cliff here, I'm not sure what to do. A month after Libbie left I got the news that she was killed. Libbie, the love of my life is gone forever. I know that I can't take care of Jay on my own which is why I am giving him to this nice couple that I met a while back. I hope one day I can see him again and explain everything.

Jay had started crying by this point and wouldn't have noticed if Nya didn't say something. He wrapped his arms around Nya and cried while she rubbed soothing circles on his back.

By the time they got back to the monastery, everyone else was already awake. Wu would have lectured them on being out late if it wasn't for the clear evidence that Jay had been crying. Figuring it was best not to bottle up his feelings he told everyone about his birth parents, nearly breaking down for the second time.

The rest of the team didn't know exactly how he felt but they had all felt what it was like to lose a parent.