He is considered to be one of the greatest hitters ever in the history of the game, to the point where Babe Ruth claimed that he modelled his hitting technique after Joe's. Jackson is the only rookie to bat .400 (he would not be considered a rookie by today's definition, though) and his career .356 batting average is the third highest in history, after Ty Cobb and Rogers Hornsby.
The nickname "Shoeless" came from a game he once played when he was suffering from blisters on the feet from a new pair of spikes. He was sitting the game out, but a shortage of players obliged him to play. With no other option at one point, he played in his socked feet and score a triple at bat. When he arrived at third base, a fan yelled out "You shoeless son of a gun you!" and the name stuck.
Joe Jackson always maintained his innocence about the Black Sox scandal and insisted that he was playing with his best effort in the 1919 World Series. Supporters point out the World Series statistics which show he score a .375 batting average and a total of 13 hits, one of which taken away by one of the scorers. In defense, he threw out five baserunners, fielded 1.000, and handled thirty chances in the OF with no errors. On the basis of these stats, they maintain that Joe was obviously not participating in the players' conspiracy if he was playing that well.
Against his case, however, is the fact that Jackson admitted under oath that he agreed to participate in the conspiracy, and accepted $5,000 as partial payment for his cooperation. He also admitted to complaining to other conspirators that he had not received his full share. His banishment was based primarily on these admissions. Furthermore, in the five World Series games which the White Sox lost, Jackson did not have an RBI.
The phrase "Say it ain't so, Joe" is based on a young fan's comment to Jackson when he heard of the Black Sox scandal (possibly apocryphal.)