This is just a quick question, does anyone know why in English, French, Spanish, and Portuguese (and any languages I missed) the "soft" g sound and the j sound correspond?
Besides the normal process of language change? /g/ palatalised before front vowels in the Vulgar Latin underlying all of the Romance varieties you mention and fell together with /j/ (spelled <I> in Latin orthography, but later <j> to distinguish it from /i/).
<J> wasn't part of Old English orthography; Modern English words containing <j> were originally borrowed from French along with the French pronunciation. (/g/ also palatalised in English, but the outcome was spelled <y> instead of <j>, e.g. ȝear