One problem with with Sejuani jungle is sustain. Unlike other jungle like Lee Sin and Elise, she has no way to recover the health she lost. The HP Runes may looks a bit weird but it helps her do a tiny bit more damage with herso it helps your early clear time. Also, it may give you an extra chance to do an early gank for little more lane pressure which is already a plus.
Personally, I would not do Golem at level 3 or 4, much less for Wight until the first back and brought since doing them hurts a lot of HP and you may lose your chance to gank since you can only have 4 health pot now.

The mid game items are pretty much what you want for sure on Sejuani. Mercury will help you stick onto people with the tenacity along with Randuin's active. Same thing with if you are trying to escape sticky situation.

Stats
Ancient Golem helps you gain even more health. So far, with the Item, runes, and mastery. You already have more than 1000 bonu health with decent amount of Magic Resist and Armor.
Which breaks down into the following assuming your level is around 11 or so.
HP: 2900~
Armor: 160~
Resist: 80~

In the stander match up, this stats is quite devestating for a tank who can gain even more armor during a fight along with a kit that have very good CC. The only one who has a chance to hurt you a lot at this point is the AP Carry so if you team can find a way to take him/her out, do it and you win that fight most of the time.

In stander late game, the physical damage should be comming from ADC, Top laner, and jungler. Which mean, more armor and health the longer you are able to stay alive. The end game items is pretty much the same as for any tank Jungler but the situational items is what will make the difference. Thronmail hurts the adc, the health helps you gain enough sustain to peel and starts fight when there is a chance. Sejuani can be looks as the best tank against a more AD heavy team with great ability to peel for your carry.

This item is for when they have more Magic Damage on the team. The cool down reduction and the increased health regen helps Sejuani in combat especially if you already have Banshee's Veil. Buy this item instead of Sunfire Cape should be the best choice most of the time against a team with more Magic Damage.

This is a pretty good item over all on Sejuani. It helps her do little more damage and keeping them close to you so your carries can do their stuff. Good against with champion that can easily jump to your carry and this item will buy them time to escape and rejoin the fight. The extra Mana will also help you stay on the field a bit longer as well. Get this item if you are looking for little more damage and/or securing kills without losing out on the armor.

Idea item for auto heavy team comp. If they have someone like fiora, Master Yi, etc... This would be the best 3rd or 4th item for you since most of them pick up all the attack speed they need around that time and this will keep their damage output in check.

This item I find myself rarely go into sometime but when I find myself do. Sejuani's damage output nearly doubles, especially if you also have Frozen Gauntlet. If you are ahead or your team already have decent sustain or they lack damage. Try this item out but can't promise anything.

If the opponent team comp has quite a few tanks, this item will help a lot. Combine this passive's with Sejuani's Permafrost when you engage in teamfight. You should be able to take out a good chunck of their HP if you are able to initiate the fight. Good item but can be risky if opponents have great initiation with good follow up. I would trade Sunfire Cape with this item most of the time is I want to do more damage over all.

Great item as 5th or last item if you start noticing the opponents are not build much penetration items. This is a great item along with Banshee's veil against a team that is not building penetration items and/or a poke comp. Example: Nidalee, Xerath, etc...