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I believe Jecht was "supposed" to be the one to "end the dream of the fayth"--which was the Zanarkand he was from. They summoned him. But even though he was a celebrity, because he was an alcoholic and a sociopath, let's just say he wasn't quite able to do it. But his son was...

When he went out to sea he touched Sin, which caused him to exist in Spira. It's the same with Tidus.

The fayth brought him there one day while he was at sea. That's what I think anyway. They never really say how he got there. 23:37, May 22, 2011 (UTC)

Dream Zanarkand exists in Spira I think, just far out to sea where no one will find it, it's not in another dimension or something. Jecht came into contact with Sin far out to sea while training, and the toxin probably knocked him out and he got washed up in 'mainland' Spira like Tidus. Auron says he was able to 'ride' Sin because he is unsent, my guess is this is literal, that the toxin either wasn't able to affect him, or his dead status meant Sin would either not bother with him or wasn't a threat.

Dream Zanarkands Kind-Sorta-Maybe? still exists in the world, in an isolated area of the ocean (at least, thats what the dialogue across the games suggest.) Jecht was supposed to have accidently stumbled upon a resting Sin while out sea-fishing one day. This likely caused him sufficient surprise as to warrant his booze-soaked Spira-ing.

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A more fun question is, how did Tidus know about Auron? Heh.
he was practiceing blitzball wasnt he
To the first response: Tidus was already in Spira when he met Sin out at sea. Sin had somehow arrived at a Blitzball game he was playing, and then Auron brought him into Spira.
i think that the dream Zanarand was out at see, and sin was protecting it. Sin probably just pulled jetch out of there somehow. The jetch as sin went to see his son and had the nasty side effect of destroying the whole place. Auron was dead so he could merge with the faith or something.
^lol wut? Jecht intentionally brought Tidus. He didn't accidentally bring him when he "went to visit."
Jecht was pulled in by Sin while training out at sea. He later carried Auron there to watch over Tidus and came back when he knew he was beginning to lose complete control over Sin. The sad thing though is if Sin was/is/could interact w/ the "Summoned Zanarkand" why didn't it, like the Aeons, achieve complete form. Maybe Yu Yevon needed more fayths?
I thought that Dream Zanarkand lied INSIDE the Fayth statues. Jecht went there as Sin, merged with pyreflies, voila, he's there. But there is the pillar at the statues, and it refered to it as a 'dream', so I thought that maybe it might be also a) supercompressed into the pillar, or b) inside the subconcious of the decendents of Zanarkand citizens (those who ran away, had children, died, it's possible!), or all of Spira.
Also, c) INSIDE Sin. You never see Sin's body during the dream sequence, so maybe that was a Dream manifestation created by Jecht to reach Tidus and Auron, and the giant hole was an expulsion zone out of Sin. Jecht reached the border of the Dream, stumbled out near Bevelle though another explusion zone. That explains Dream's End, which you see at the beginning and end, and why Sin was so close to the Al Bhed divers. Plus, Dream residents are naturally immune to the toxin, so they can only be knocked out by it, not killed or have their memories messed up.