Many children have issues with reversing letters and numbers. We can show them over and over again, only to have to repeat ourselves. Just showing and telling doesn't make the learning stick. However, a story and a visual does make for permanent learning.
In this visual, the simple story is that J has a really sharp point like a fishing hook. If he is formed backwards, he will poke a hole in the letter next to him, so kind Mr. J chooses to turn around. Thus he keeps his sharp point away from the O!