Welcome to Jeepz.com ! Congratulations on your new purchase too . There will be things to look out for with any vehicle , especially used but since all is well now , keep after your fluid levels and look,for leaks , that kind of thing. Since it's new to you , give it the once over often and be mindful,of any changes such as new noises and where they originate . Besides the body condition you'll want to look for leaks anywhere and address that soonest if they develop. If a check engine light comes on and performance drops , you'll want to get that trouble code (s) and get after that ASAP. Jeeps are dependable but they need their TLC and shouldn't be neglected thinking its tough as nails and will last forever without caring for it. Enjoy it and don't get neurotic over things but always be mindful of how it sounds and drives as you would any vehicle you would own.
Under the hood you'll want to stay on top,of the fluid levels and check for any leaks that pop up and also color and smell if you suspect burning /overheated fluids such as transmission .
Dont let levels drop , always make certain they are topped off and not over full.
BTW , you did not post what year it is , with a 5.9 , if it's between a '93-98 , yes it's a ZJ.
The '99-04 WJ had the 4.0 I6 or 4.7 V8. You posted that the transmission shifts noticeably.
Not sure what you mean by this but are you thinking is may be slipping , taking too long to shift up,to the next gear and engine revving too hard for example ? After the jeep is well warm and has been driven a good distance , check the fluid level warm for proper level and take notice to color and smell . Transmission fluid is unpleasant to smell by nature but really noticeable if overheated or burned. The color should be red such as new in the bottle but after time it will get somewhat darker but is still quite serviceable. But a dirty , brownish or black is NOT ACCEPTABLE .
If this were the case , you would be noticing the burning smell already. Check this and take note to what rpm the trans is shifting at where you feel your complaint is and what gear.
Post back when you can with any concerns you may have and we'll give our recommendation(s).
best of luck and thank you for your membership here at Jeepz.com
P.S. - update your profile vehicle info , it helps to know your vehicle info when research is needed.