/j/ is the "y" sound at the beginning of "yes".
/i:/ is the "ee" sound in "me".
The first is a consonant, which means that you make two things touch inside your mouth and then release this position to make the sound. To make the "y" in "yes", you tighten your muscles, using your tongue to make a narrow space in the middle of your mouth, and then let it go to release the "y" sound (IPA /j/).
The second is a vowel, which doesn't have these two stages - it's an 'open' sound.