Climb up the cliff was a mission in The Precursor Legacy that Jak and Daxter completed to obtain a power cell. It was the last training course mission at Geyser Rock, where Jak had to climb to the top of the cliff and retrieve a power cell.
After the previous mission, "Open the Precursor door", jump (using ) on the rafts on the water, where after you should jump onto higher ground. Use the Precursor drums here to continue getting higher. Jump over another spike-filled gap, to reach another set of drums and a high stone pillar, which must be scaled using a high jump (using or + on the PlayStation 2 or 3, while using or + on the PlayStation Vita).
After that jump to the other platforms until you reach the final area. The power cell is directly in front of you here, as this is the last power cell you were required to collect and assuming you have them all, you can then use a nearby platform you return to the teleport gate and travel back to Sandover Village.