There was recently a thread about the size and type of anchor suitable for dinghies. The current
favorite seems to be a Mantus dinghy
anchor, and IIrC it weighs a couple of kilos. That same anchor would likely do for the jet ski under moderate conditions, but a larger one would be better if you wish to anchor during high winds or bigger seas.
The length of rode
should be around 7 times the deepest depth in which you will want to anchor your craft.
anchor mentioned above is a modern, kinda high tech design. If you should choose an older design, like a plow or grapnel (often used for dinghies but not recommended by me), a larger and heavier anchor would be needed. Design definitely matters in anchors!