Just as "Mein Kampf" translates to 'my struggle', the essence of "my jihad" equates to the Islamic version of "my struggle".
It makes it a little difficult for us Kafirs to figure out: “Does he want me to do something, or does he want to kill me?”
The words are the same either way. It makes taking them seriously pretty tough. If everything is a life-or-death struggle, then nothing is a life-or-death struggle.