Documentation for JIRA 4.2. Documentation for other versions of JIRA is available too. 
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Please always provide us with both:
atlassian-jira.logatlassian-jira.log (and the current working directory) in the 'File Paths' section of the System Information page.
Finding the application server log file is application server-specific and in some cases operating system-specific. Here is a decision tree:
logs\stdout_*.log file under your JIRA Standalone directory and c:\WINDOWS\system32\atlassian-jira.log (WINDOWS may be replaced by WINNT), or for JIRA EAR/WAR, under your Tomcat directorystartup.bat:
atlassian-jira.log file in the current directory (wherever you ran startup.bat from) but this might not work if your current directory isn't writeable (eg. c:\WINNT\system32, the default). Even if you see an atlassian-jira.log it may be an old one, created from a previous startup. If you value your sanity (and ours) please install JIRA as a service, even if only to get all of the right logs appearing in a consistent place.logs directory. We assume you know more than us here - if not please use Standalone, where we can at least help.logs/catalina.out under your JIRA Standalone directory, or for JIRA EAR/WAR, under your Tomcat directory