You should be able to open a new search in Finder, and specify an exact match to "J". The specific criteria of the search are:
Name is "J"
The "Name" is a popup, and so is "is". The "is" popup should offer other options like "begins with" and "ends with". It might start out as "matches", or something else. The "is" choice is the one for an exact match.
Here's more info on narrowing your searches in Finder:
On your Mac, focus your Spotlight and Finder searches to narrow results by specifying criteria and attributes, or performing Boolean queries.
support.apple.com
If that doesn't get you anywhere, then please provide further details of exactly what you're doing:
1. Which OS version?
2. Post a screenshot of the window showing your search criteria.