It's funny to watch isn't it? Starlings have a comical walk; rooks have a swagger; jackdaws strut; and yet a magpie will nearly always jump (I know it's "hop" but they use two legs, so I'll say jump). Generally, smaller birds all jump rather than walk; but then you have pied wagtails, which walk, and can actually run at quite surprising speed.
Birds that fly are (nearly) all able to jump well because their take-off usually involves a leap followed by a downwards sweep of their wings. This is hard to see in (say) a blue tit, but quite obvious if you frighten a big fat woodpigeon. Incidentally, swans are a good example of a bird that must run to get airborne - jumping is probably not on their agenda at any time.
Apart from size, I think the difference between jumpers and walkers is the method of hunting that they employ. Each bird gets its food in slightly different places and their choice of locomotion reflects this. [That last sentence is a total cop-out because I can't think of any reason why a blackbird hunts a lawn by hopping around it, and a starling hunts a lawn by walking around it, except that a blackbird also hunts in leaf litter and amongst twigs and branches while a starling seldom does.]