It is a smiley:☺.
What does "J" mean in e-mail messages?
Answer: If you've ever received an e-mail with a mysterious "J" in the body of the message, you may have been perplexed by its meaning. Some messages have a single J, while others have several. Most J's appear at the end of sentences, but they can appear anywhere in the message So what does this enigmatic character mean and why does it show up in e-mail messages?
The J is actually supposed to be a smiley face.
If you have Wingdings installed on your computer, the following character will appear as a smiley face. Otherwise, it will be the letter "J": J
This is because the letter J represents a smiley face icon in the Wingdings font. Microsoft Outlook, a popular e-mail client, automatically converts the :) and :-) text emoticons into smiley face icons using the Wingdings font. Therefore, when Microsoft Outlook users type smiley faces in an e-mail message, they are sent as visual smiley face icons.
Take a look at this The Old New Thing blog post: if you try to copy the first little smiley, and then paste it somewhere else, the result is a J.