A vector field $\vec F$ is _conservative_ if there exist a function (called _potential_ ) $g$ such that $\vec F = \
abla g$. Now it comes out that the integral of $\
abla g$ on any curve $\gamma$ is easily computed as the difference of $g$ on the endpoints of $\gamma$ (this is the fundamental theorem of calculus). So the integral of a conservative vector field along a closed curve is always zero. The converse can be proven to be true, also.
So to prove that a vectorfield $\vec F$ is not conservative it is enough to find a closed curve $\gamma$ on which the integral of $\vec F$ is not zero. In the case of your first example such a curve is any circle centered in the origin.
Your second example $\vec F = j$ is instead an example of a conservative field, since $\vec F = \
abla g$ with $g(x,y,z) = y$.