No. The days of going to jail for loan default are long in our past. You can, however, have a lien placed on your belongings, or a negative credit report.
You cannot go to jail for defaulting on a loan. It is actually a violation of federal law for creditors to even threaten people with imprisonment. Creditors can sue you, seize your property or garnish your wages, but they cannot send you to jail.
No, you cannot go to jail for a payday loan default. If they are threatening you with jail for not paying, that is extortion and is illegal. If you do not pay, however, they can sue you for the debt.