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There is a youth hostel in Jena. Be sure to get there early, because there's no other cheap accommodation in the city. The tram heads there, you should ask somebody for directions. If you get really stuck, the McDonaldMcD's at the service station, although not 24h is open until midnight, and opens again 7 the next morning. If you leave McDonaldMcD's at midnight, cross the road, and climb the stairs opposite the car dealership on the back of the warehouse, there's a sheltered area where you can camp for the night. It's not warm, but if you go into McDonaldMcD's the next morning, you can use the bathroom to wash, and somebody behind the counter might recognize you and sort you out with a cup of tea. Couchsurfing and Hospitality Club are also very active in Jena.