As already mentioned, telekinesis refers to the ability to manipulate physical objects, by force of mental will. Such feats would include lifting or levitating heavy objects, solely with your mind. Even by examing the root words involved, one could derive this definition on their own. Tele, roughly meaning, from a distance, and kinesis, which derives from the word kinetic. A form of energy in physics, in which energy is transfered from one object, to another (much like Gambit's ability to charge inanimate objects, with kinetic energy).
Anyways, the Phoenix has far more power than mere Telekinesis. Phoenix as a being, is a nigh-omnipotent entity, capable of destroying and creating life (as evident in the Dark Phoenix and End Song storylines, respectively). It's sole purpose in the Marvel 616 Universe, is to burn away those things in life, that are deemed unnecessary, and to give birth to a new universe. The Phoenix is one of many forces at work in the Marvel 616 universe. Opposite of the Phoenix, is The First Fallen, another cosmic entity. However, The First Fallen exists to continue time, without end, and to the result of perfection. So the Phoenix and The First Fallen are opposite in objective, but symbiotic in function.
Looking more cloesly at Jean Grey as the Phoenix, as the permanently bonded host of the Phoenix Force, Jean Grey's natural mutant powers have been augmented many times over. On her own, Jean is a psychic and a telekinetic (meaning she can read minds, project thoughts, and mentally move objects), however when imbued with the Phoenix, Jean Grey becomes the wielder of psionics (which is a term that refers to the ability to use all mental abilities including telepathy, astral projection, telekinesis et cetera). That is essentially a rough over view of what Jean Grey can do, when she is the Phoenix. For a deeper look, I suggest picking up The Dark Phoenix Saga and End Song, trade paper backs. Both books should be about $15-20 a pop. End Song is really a so-so story, but the Dark Phoenix Saga is certainly worth every penny. Especially to see the part where Kurt teleports behind three people simultaneously.
she's so sweet...in the latest X-Men movie and the ones before it. 
