\n is ^J (ctrl-J) so there's some logic there, but I wonder if something has been lost in the message. I'd guess it either displays ^J or an inverse-colour J, rather than just a plain lowercase j.

Also possible that the j is a red herring and just some random character that's always there. Pasting a URL containing a newline into most browsers just truncates it at the newline, regardless of how much text is after. I only know this from occasionally copying links from a terminal window where the copy somehow added newlines every 80 characters (even though copying this way normally works fine). I'd have to copy the URL with newlines into a text editor, remove the new lines and copy again to be able to paste it.