There is no ‘I’ coordinates on the Go board for 19x19 and 9x9
It just goes G,H, and then J. No ‘I’.
Is there something I’m missing here?
Yes, you’re missing context. You may be interested to know Asian Go boards don’t have letters. It’s all numbers, e.g. 17-4, 4-3, 16-17… The way I heard it, Go in the west adapted a letter/number coordinate system because that’s what was used in engineering applications and it was convention to omit “i.” While I don’t know the context of that convention, it could be that “i” is similar to other denominators (“j,” “l,” and “1,” to name a few). You can see this in the book Go and Gomoku by Edward Lasker (pub. 1960), in which he actually drops the letter “j” from the coordinates list. What fun!
In sum, it’s not a mistake as much as it is a quirk of the folks who got hold of the game first.
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If it was adopted from engineering applications, they may have wanted to avoid i since it’s used as a an imaginary number ( i^2 = -1). Just speculating.
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Actually, it’s the mathematicians who have sqrt(-1)=i.
The engineers have sqrt(-1)=j.
Seriously, I have seen the “i” being omitted in another numbering systems as well (e.g. exercise numbers in school books), simply because it looks similar to j.
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Mostly offtopic context: competitive formation skydiving does not have “I” in its random pool (which are denominated by letters A-Q), because it is easy to confuse with “1” from the block pool (denominated by numbers 1-22).
I always assumed (Western) Go did the same thing.
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Watching the AlphaGo commentary, the board they used has both I and J coordinates.
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Yeah. It’s horrible 
I can’t understand where they got that board.
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I love it. I know the numeric values of letters by heart from cryptography puzzles and it’s horrible that one letter is missing.
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Perhaps too many beginners were playing i1 and declaring proudly, “I one, I beat you teacher!”
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Well, they’re engineers, not linguisticians. What do you expect? 
Just kidding, I remember the original explanation is because capitalized I looks like lowercase L. In quick annotations like l19 or l6, without the context of the whole lettering system, it’s impossible to know whether it’s I or L. So it became mutual understanding that i doesn’t exist.
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