Jiu-jitsu's actually not even my preferred martial art; however, for someone looking to improve themselves I think its about the best there is for a couple of reasons:
- Since it's grappling, you can spar from pretty much day one with minimal chance of injury (compare this with something like boxing where sparring means getting punched in the face). In addition to the martial advantages, sparring is a great way to build confidence.
- Jiu-jitsu is very learnable. Virtually everyone who trains it seriously for a few years becomes a formidable fighter.
- You tend to meet people from many different backgrounds and walks of life. Also, I've found BJJ practitioners to be very welcoming.
- Since competition tends to be an important part of BJJ, there is sort of a built in assumption that everyone is there to help each other become a badass. Even if competition doesn't really interest you, I think that sort of environment translates to people helping you become a more confident person.
- There is a lot to learn and people are always innovating.
- Since many other martial arts do not practice ground fighting, if you eventually decide that some other style of martial art is the one that's right for you, having trained BJJ will always be an asset.
Note: I mention becoming a good fighter or a "badass" because those terms are easy to understand. I don't mean to suggest that you should become some sort of macho, aggressive jerk. From what I've observed, even if someone starts training the martial arts because "they have something to prove" as they get more experienced it stops being about proving how tough they are.
The badass part is interesting. Knowing that someone who knows more BJJ than you will beat you, regardless of size and strength I think balances people out. Also, aggressive jerks either self select out or get the aggressive jerk beat out of them while learning. I haven't met an aggressive jerk yet whose ego survives getting choked out by a 120# woman.