Drupal 8 comes with many performance improvements, one of which being that javascript is no longer indiscriminately loaded on every page. This means that for anonymous users, there are many pages where there is no jQuery or even javascript loaded.

Although this is a good thing, sometimes you do need jQuery (for example to use Ajax, in which case you'd also need other scripts). So how do you load these files? One way is to use hook_page_attachments() to #attach your own library to the page. However, this is only recommended if the assets you need to attach do not apply to something specific, but to the entire page. The recommended way is to attach the library to a render array because then it will only get loaded if necessary.

And if we look at the documentation page for assets, we'll see how we can add our own library. We need to create a my_module.libraries.yml or my_theme.libraries.yml file. And inside, we can add the following:

my_scripts:
  version: VERSION
  js:
    js/scripts.js: {}
  dependencies:
    - core/jquery
    - core/drupal.ajax
    - core/drupal
    - core/drupalSettings
    - core/jquery.once

Where my_scripts will be the name of the library we will reference when attaching.

As you can see, we are not including any javascript or css of our own, we are just making use of the dependency scripts provided by core. So then what is left to do is to attach this library to a render array (or to the entire page if that is your use case):

$render_array['#attached']['library'][] = 'my_module/my_scripts';

Hope this helps.