Jude, in reminding his readers of certain Old Testament episodes, reminds them first that they know these things. This is a modern teaching method known as Hebbian learning,¹ that of recapping existing information, to keep the neural connections firing and the information fresh in our minds. Furthermore, Jude gives his readers the benefit of the doubt, that they know their scripture. That established he goes on to explain it anyway—in this case a curious mix of the very familiar and the very obscure. There are essentially three episodes Jude draws on here, three warnings he issues.

i. how that the Lord, having saved the people out of the land of Egypt, afterward destroyed them that believed not. This refers to Numbers 14. God delivered the people of Israel out of slavery in Egypt. They went out of Egypt and came to the threshold of the Promised Land, but many refused to trust God, and they balked at this opportunity for freedom and salvation, lacking trust. Therefore the whole generation was condemned to a further 40 years of wilderness wanderings.

ii. the angels which kept not their first estate, but left their own habitation most likely refers to the sons of God/daughters of man passage in Genesis 6:1-2, And it came to pass, when men began to multiply on the face of the earth, and daughters were born unto them, That the sons of God saw the daughters of men that they were fair; and they took them wives of all which they chose. This corruption of the gene pool led very quickly to God's decision to wipe man off the face of the earth except for the pure-blood Noah and his family.

iii. Even as Sodom and Gomorrha...are set forth for an example, suffering the vengeance of eternal fire The destruction of these cities is a well-known story. Jude refers here specifically to Genesis 19, where the sin these cities die for is described as sexual sin—at least in the translations we have today. Interestingly, Ezekiel takes a different angle when considering the sin of Sodom: Behold, this was the iniquity of thy sister Sodom, pride, fulness of bread, and abundance of idleness was in her and in her daughters, neither did she strengthen the hand of the poor and needy.² Either way, the citizens of Sodom and Gomorrha chose not to follow God's law, but to go their own way.

If we don't embrace our history, we are doomed to repeat it, that is the message of this part of Jude's letter. Take heed of the past so we may learn from it. It won't prevent us making mistakes but it may prevent us making the same mistakes over and over again. We'd do well to heed this advice today, but somehow it seems we just prefer to forget the past. Less effort in that, I suppose.

¹ For a decent summary see What is Hebbian Learning? by Prafful Mishra, 30/03/2019
² Ezekiel 16:49