Elizabeth Peña is about the brightest spot, and maybe the only bright spot, in director Adrian Lyne's trumpeted and poorly received new psychological thriller Jacob's Ladder. Peña plays the gorgeous, down- to-earth Jezzie, the lover of tortured Vietnam vet Tim Robbins, and has won raves for her exuberant sensuality. ''She's real, but not really,'' the actress says of freewheeling Jezzie. ''I had to create two different characters. Her mission was to caress (Robbins) and poke him at the same time.'' Starting in January, Peña, who appeared in La Bamba and *batteries not included, will return to NBC's offbeat Shannon's Deal, in which she portrays the likably feisty ''super-secretary who,'' she says, giggling, ''gets herself in trouble once in a while.''