The dot over a lowercase i or j is called a tittle. The tittle is also used with other letters in various languages, and some languages that use the letter i or j use a diacritic acute instead of the tittle.
The word "tittle" comes from "titulus," a Latin word that means "heading" or "inscription." The mark came into use during the 11th century as a way to make the letters i and j stand out. The mark was originally rather large, and it was reduced to the small dot in use today with the advent of the Roman typeface of the late 1400s.