The question contains a geographical error. Jamestown is in Virginia, not Georgia, Maryland, or Rhode Island.
Jamestown, Virginia (founded 1607) was the first permanent English settlement in North America.
The four colonies mentioned—Virginia (Jamestown), Georgia, Maryland, Rhode Island—share this: all were original British colonies in North America. But Jamestown belongs exclusively to Virginia's history.
Commonality: All became states of the United States; all had colonial assemblies; all relied on enslaved labor (to varying degrees); all signed the Declaration of Independence.