The release notes suggest that the jailbreak installation may take several attempts.
If jailbreak failed, turn off WIFI and try again. If failed again, please use TaiG Pro to restore and try to jailbreak again.
If you’re not yet running iOS 8.3, TaiG Pro allows you to perform the upgrade as part of the data backup process …
As always, jailbreaking is at your own risk and is something Apple frowns upon