I went to Rajasthan in the winter as I had a wedding to attend, so the dates wer not really up to me. Although tourism is down, I cannot recommend travelling there this time of year - field burnings make the air quality in some of the cities the worst in the world. Moreover, the arid landscape lends itself to warm days and surprisngly cold nights. Although there are cultural benefits to visiting various times of year, I suggest you research the climate beforehand.
First thing's first, flights into the city are limited, and you do not want to bus here uless you are in Jodhpur or Bikaner, so prepare to burn a day on just transportation.
On arrival, you will need to take a taxi from the airport to the city. Although the drivers will tell you the prices are fixed (there is a little stand the lists rates), like the rest of India, you can haggle things down.
Once you get a ride into the city, the scale of the palace/fortress/walled city really hits home. The other thing that is immediately apparent is that the taxi isn't going to cut it to get to your lodging. If you got tuktuk (called "auto" in parts of India), you might get dropped off at your hotel door, but otherwise be ready for a confusing walk through various alleys. A GPS or SIM in your cell does wonders, and so your first day should realy just be dedicated to making sure you don't get horribly lost.
Day 1: Jaisalmer Palace
The fortress is unlike most of the others in this itinerary, as it's more city than palace. That being said, the palace should be one of your first stops, particularly as it sits on the main square right by the entrance. I highly recommend the audio-tour for this, as ell as for any other historical site in india, as there is usually little in the way of explanations. Following this, feel free to explore more of the fortress, or, given most things in the city close somewhat early, so I recommend checking out Gadsisar Lake or the Royal Cenotaphs for the sunset.
Day 2: Jain Temple
The fortress has a lot to see and is bigger and more confusing to navigate than you might expect, so I suggest giving it two full days. in particular, the highly sculptured Jain Temple is worth a dedicated visit - it's only available for non-practitioners during certain hours of the day, so ake sure to time your visit correctly. Following another day of city wandering, finish up with whichever sunset spot you didn't visit on the first day.
Day 3: Thar Desert
This requires a guided tour, but typically comes with one or more meals, a camel ride, and getting to visit some dunes. Some tour opertaor offer the opportunity to sleep in the desert if you so choose. While the edges of the thar aren;t the most impressive sand dunes, it is a neat thing to see - just be sure to hunt around fo deals as every other person in Jaisalmer will say they offer the cheapest tour.
As noted earlier, you can either fly out (typically back to Delhi), or continue by bus. Like many smaller cities in India, jaisalmer does not have a noticeable bus station. the actual bus station is in a depot behind one of the ajor hotels, but not all buses depart from there; some just stop at a random corner in front of the hotel. It is extremely important you figure out where your bus will be departing from as bus reservations (usually done by app) are one-and-done, and buses can get very packed. Least of all,you don;t want to board a bus to wrong place!