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JWT Bearer Flow and 'Previous Authorization'
Based on this line:
'The OAuth 2.0 JWT bearer token flow defines how a JWT can be used to request an OAuth access token from Salesforce when a client wishes to utilize a previous authorization. Authentication of the authorized application is provided by a digital signature applied to the JWT.'
in:
https://help.salesforce.com/HTViewHelpDoc?id=remoteaccess_oauth_jwt_flow.htm&language=en_US
If I have created a brand new Connected App and uploaded a digital certificate, how is the 'previous authorization' provided before JWT Bearer flow can be used?
'The OAuth 2.0 JWT bearer token flow defines how a JWT can be used to request an OAuth access token from Salesforce when a client wishes to utilize a previous authorization. Authentication of the authorized application is provided by a digital signature applied to the JWT.'
in:
https://help.salesforce.com/HTViewHelpDoc?id=remoteaccess_oauth_jwt_flow.htm&language=en_US
If I have created a brand new Connected App and uploaded a digital certificate, how is the 'previous authorization' provided before JWT Bearer flow can be used?

You need to manually authorize it. Try https://<Your SF Instance>.salesforce.com/services/oauth2/authorize?response_type=code&client_id=<App's ConsumerKey>&redirect_uri=<URL Encoded App's Callback url>