J is the most junior letter of the alphabet, developed between the 17th and 19th centuries to take over one of i's many jobs. As well as fulfilling its many vowel duties, i was used by the the Romans as a consonant in words like iulius and maior.
As a late arrival, j is a Jack-of-all-trades: different languages have adopted the letter to stand for different sounds. Think of the Germanic Joachim (y), the French Jean (zh) and the Hispanic Jose (h). In English we needed j for the soft g sound (Julius and major), especially in words where a, o and u come immediately after it (for example, jag, jot and jut), as these three vowels harden a g (gag, got and gut).
J is most commonly found as an initial letter, with the exception of some Latinate words (such as abject, object, subject, reject, project, inject, conjecture and dejected, which are formed by adding prefixes to the Latin word "iacere": to throw) and borrowings like rajah (Hindi) and mujahedin (Arabic).
Perhaps it's the frequent initial appearances (often in proper names) which account for the major problem children have with j: that of confusing upper and lower case forms. Those who just can't remember that lower case j goes below the line might benefit from a handwriting lesson based on James Reeves's excellent poem "Jargon" (in "The Wandering Moon and Other Poems", Puffin Books):"To jig, to jaunt, to jostle, to jest These are the things that Jack loves best. Jazz, jamboree, jubilee, joke The jolliest words you ever spoke."