The space shuttle is a large, missile-shaped spacecraft used by the Precursors and seen in Jak 3. Towards the end of the game, at the Arena of Death, the Precursors invited Jak to go with them to travel and "discover the secrets of the universe". At first it would appear Jak agreed, but after they took off, Jak appeared behind Daxter, similar to how Daxter appeared after Jak was left in the Wasteland when the air train took off.
It can be assumed there were more Precursors inside the shuttle, as when Jak enters it, a short "our hero!" can be heard once the screen is filled with a blinding light.