Grate the zest of three of the lemons into a small pot. Slice the fourth lemon into thin rings and add them to the pot. Make sure to remove any seeds before you add the rings to the pot.
Add 1 cup of water to the pot and bring to a boil. Turn down the heat and simmer for 10 minutes. Strain the water off the lemons and zest. Add the lemons and zest back to the pot and cover with another cup of water. Simmer for 10 minutes and strain again.
Put the lemons and zest back into the pot once again. Add sugar, lemon juice, and 2 cups of water. Bring to a boil then turn down the heat to medium/low. Simmer until the mixture starts to thicken, about 30-45 minutes. Pour the jam into a jar and put it in the fridge to cool. The jam will thicken quite a bit once it cools so it shouldn't feel exactly like jam while still on the stove.