Jupiter is massive and gaseous and possesses more than twice the gravity of Earth. Which means that for objects flying into it, it doesn’t take much to make a visual splash.
That’s exactly what happened on March 17, caught on two cameras. (The clearest recording is above.) Slate estimates that the asteroid or comet or other object was likely just a few hundred feet in diameter; the splash visible in the video is the consequence of incredible speed, among other things.
Jupiter, over 120 times larger than Earth, apparently gets hit a lot. An impact like this one–visible from Earth–probably happens about once a year, according to Slate.