I know that this answer is most likely "yes", and that, in the setting of matrices, all matrices are similar to its Jordan form, which is unique (up to the ordering of the Jordan blocks.)
But what about linear operators that map one vector space into a different space, e.g., a mapping from $V \to W$?
Does it make sense for this operator to have a Jordan canonical form?
I feel it doesn't, since in the problems that I've been working on this past weekend, I am computing generalized eigenspaces (which may or may not factor into smaller, cyclic subspaces), but this means that the spaces are invariant under the action of the operator - but this only makes sense if the mapping is from $V \to V$.
Where am I going wrong with my thinking?
When I re-read the theorems, the only assumption is that the operator should have a characteristic polynomial that splits.
Also, all the matrices that I computed (before computing its Jordan form) turned out to be nilpotent, square matrices, but I don't see any definitions that require a nilpotent operator to have to map one space onto itself - but only that it has some (finite) nilpotence degree, for some positive integer k.
EDIT: the spaces are invariant under the action of $A-\lambda I$, not $A$, but I still essentially have the same question. Thanks.
No, it does not make sense to talk about a Jordan canonical form for a linear map $\varphi:V\to W$. Alternatively, one could say it only makes sense once you choose a particular isomorphism $\psi:W\xrightarrow{\;\cong\;}V$, at which point what you're really talking about is the Jordan canonical form of the linear map $(\psi\circ \varphi):V\to V$. (In particular, this is only possible if $V$ and $W$ are isomorphic.)
When you ask "where am I going wrong with my thinking?", you haven't made any mistake at all, generalized eigenspaces, invariant subspaces, etc. only make sense for a map from a space to itself, and that is an accurate way of realizing why it doesn't make sense to think of a Jordan canonical form for a map between two different spaces.
When you say "I don't see any definitions that require a nilpotent operator to have to map one space onto itself", that's incorrect, the very idea of nilpotency does require that; a linear map $\varphi:V\to V$ is nilpotent if it has the property that if you compose it with itself enough times you get the zero map, but you can't compose a map $\varphi:V\to W$ with itself any times if $V$ and $W$ are different spaces.
Another comment: the Jordan canonical form of a linear map $\varphi:V\to V$ corresponds to the decomposition of $V$ as a $k[x]$-module, where $x$ acts on $V$ as the linear map $\varphi$. A linear map $\varphi:V\to V$ creats a $k[x]$-module structure because we can talk about ring homomorphisms $k[x]\to\mathrm{Hom}_k(V,V)$, whereas $\mathrm{Hom}_k(V,W)$ does not have a built-in ring structure if $V\neq W$ so that there is no $k[x]$-module in sight to decompose if we're only given a linear map $\varphi:V\to W$.