Credit to Per Christensson here for this completely random explanation.
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.
The smiley face icons show up correctly on most user’s computers, since most Mac and Windows-based machines include the Wingdings font. Most modern e-mail programs also support formatted text, including custom fonts. However, if you don’t have the Wingdings font installed or your e-mail program or webmail interface does not support formatted text, the smiley face will show up as a “J”. Also, if a message has been forwarded several times and one of the users in the forwarding chain could not view the smiley face correctly, it will be transmitted as a “J” to all future recipients. Therefore, you may occasionally see “J’s” in your e-mails, even if your computer and e-mail program supports the Wingdings font.
Hopefully, now when you go back and look at your messages with mysterious “J’s”, they will make sense in the context they appear. It should also be easier to interpret future occurrences as well.