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In standard Spanish, the J represents always the sound [x] (KH); in some American dialects, the sound can be [h] (H).

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The sound represented by J in English ([dʒ]) doesn't exist in Spanish and this is why the English names with J (Jessica, Jennifer) are pronounced with [j] (Y), the nearest Spanish sound. Since those names are pronounced with [j], they are often respelled with Y (Yésica/Yessica, Yénifer/Yennifer), to follow the Spanish rules.

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That said, since the same name, with the same pronunciation, coexist spelled with J (in the original English form) and with Y (in the adapted or half-adapted form) some speakers deduce wrongly that the J can have the sound [j] and then alternate spellings with J and Y for new names (Yessenia, Yareli, Yareliz).