The letter ⟨y⟩ at the beginning of words is pronounced /j/.
In some words, ⟨i⟩ before another vowel is pronounced /j/ rather than as a separate syllable.
In a few borrowed words, the letter ⟨j⟩ is pronounced /j/ (not /ʤ/).
In Spanish loanwords and place names, ⟨ll⟩ is pronounced /j/.
The /j/ sound often appears as part of the /ju/ combination (as in "use" and "cute"). In these cases, the /j/ is usually not written separately — it's part of how ⟨u⟩ or ⟨ew⟩ is pronounced.
See the /ju/ USE vowel page for more on this pattern.