There are a total of 8 letters, and only 1 of them is a J. Therefore, the probability that Amanda selects J is $\dfrac{1}{8}$. The probability that she does not select J is $1-\dfrac{1}{8}=\dfrac{7}{8}$.
Converting to decimal and percentage form:
$\frac{7}{8}=0.875=87.5\%$
The answer is $\boxed{\textbf{(A)}\ \frac{7}{8}, 0.875, 87.5\%}$.