The map J is antilinear, i.e. J(λ.u)=¯λ.J(u) for every complex scalar λ. I don't think it should be called an involution. An involution is a map whose composite with itself is the identity. But it is easy to check that J∘J=−1. An antilinear map whose square (for the composition) is −1 on a complex vector space V is exactly what is needed to define a quaternionic structure on V, i.e. a structure of vector space over the quaternions whose underlying complex space is V. Indeed, in quaternions, we have i,j,k such that i2=j2=k2=−1, ij=−ji, k=ij... When you have a complex vector space, you already have an action of the i of complex numbers. To define a quaternionic structure, you have to define the action of the j. The relation ij=−ji precisely means that it has to be antilinear for the complex structure and j2=−1 means that it has to square to −1.
Remark: a true antilinear involution, i.e. whose square is +1, and not −1, defines a notion of complex conjugation and so a real structure on V.