Somehow, you got glue on your jewelry and you need to get it off. Before you start scrubbing it down with harsh abrasives and chemicals, though, make sure that you're not going to damage your jewelry. Most precious metals and stones are very delicate and you could wreck your gold, platinum or stones with your household cleansers. In fact, you may not want to clean your jewelry at all, depending upon what you have.
Look at your jewelry and confirm that it isn't set with glue. Some jewelry, especially antiques and pearls, are actually set in place with glue. If you try to clean your glue off, you risk dislodging your stone.
Soak your jewelry in jewelry cleaner or wipe at the glue with a cotton swab soaked in the cleaner. Jewelry cleaner is specifically manufactured to clean all sorts of things off all sorts of delicate surfaces without damaging them. You can purchase jewelry cleaner at a jeweler's.
Dip a cotton swab in denatured alcohol and swab at the glue if you are not too concerned about potentially damaging the jewelry. The alcohol might take the glue off and it is relatively low risk as long as you rinse it off after you are done.
Soak your jewelry in a cup of acetone or nail polish remover if you really aren't worried about damaging it. The acetone should remove the glue, but it might wreck your jewelry too, depending upon what you kind of jewelry you are cleaning.