Some times you want directions somewhere but you are really starting from the wrong place.
Well, the CPU is soldered to the motherboard so yea that's not getting upgraded. You are going to want to find a nice little graphics card. The problem will be the PSU and maybe the case. I would want to go for a GPU with the lowest power requirement and no need for a power cable. The Nvidia 750 Ti might do the job. Then once you are up and running try to save some more money to build the best you can afford at a later date. You might be surprised by how well the 750 Ti in your system plays games. You are never going to be playing AAA titles on Ultra settings but indie games will run fine. ArmA 3 might run in to some issues but your CPU is a quad core so may be it will work out OK.
Basically spend a little money now ($140) just so you can play and have fun while you save for something better.
What kind of system is that? The J2900 is a low-power CPU for office and maybe small home-servers and there are only few desktop motherboards that have it soldered onto them. You won't be able to upgrade that. It's a socket 1170, which is somewhat proprietary.
some of these boards have a PCI-E 2.0 x16 slot, but it won't be able to handle a full-size videocard.
I don't think there is a good way to upgrade this or make this a gaming machine.