J is the answer to this question. In order to come up with the answer, let us look at the sequence. The first letter is F. In the alphabet, f is in between E and G. If we would use the same sequence to H, the letter H is in between I and J. The letter that is not available in the sequence is J which makes it the missing letter.
Questions like this are supposed to make your brain work harder because you need to make some analysis of things that you may consider to be simple. There may be people who will have other answers to this question depending on their analysis.