The present work aims to investigate the interaction between a plasma jet and targets with different physical properties. Electrical, morphological and fluid-dynamic characterizations were performed on a plasma jet impinging on metal, dielectric and liquid substrates by means of Intensified Charge-Coupled Device (ICCD) and high-speed Schlieren imaging techniques. The results highlight how the light emission of the discharge, its time behavior and morphology, and the plasma-induced turbulence in the flow are affected by the nature of the target. Surprisingly, the liquid target induces the formation of turbulent fronts in the gas flow similar to the metal target, although the dissipated power in the former case is lower than in the latter. On the other hand, the propagation velocity of the turbulent front is independent of the target nature and it is affected only by the working gas flow rate.