Imperfect is not like the Passé Composé which requires an auxiliary verb (être or avoir) then the infinitive. The imperfect tense is created by taking the 'nous' form of the verb in present, dropping the '~ons' ending and adding the imperfect ending that corresponds with the subject.
For example:
I ate the apple.
Passé Composé: J'ai mangé la pomme. Manger takes the auxiliary 'avoir' and the past participle 'mangé'.
I was eating the apple.
Imperfect: Je mangeais la pomme. An auxiliary verb is not needed to establish the tense as it is in the Passé Composé form.
The 'nous' form of 'manger' is 'mangeons'. (the e is needed to soften the g, because it is followed by an o). To form the imperfect you drop '~ons', leaving 'mange~' then the ending for 'je' (ais) is added, making "mangeais". This means "was eating". No auxiliary verb needed.
You can, though, form être and avoir in the imperfect tense to say "was" or "did have (was having)" As in present tense, however, être is a special case verb and is not conjugated the way others are. The endings are the same, but the root, or radical, is not formed by taking the present tense 'nous' form. It is 'ét~' for être.
Example:
"Il était triste" "He was sad" The same as other cases, just with a different root.
Allais, Allais, Allait, Allions... as you mentioned are correct conjugations of Aller in the imperfect tense.
The "J' " means "Je" and is employed when "Je" is followed by a vowel (or silent 'h'); as in "J'allais" or "J'étais". This for the flow of speech: saying "J'étais" is much easier than "Je étais". (compare with "the" pronounced as "Thee" when followed by a vowel in English) This is also used for other words like "De", "Que", "Le", "La" and other words that end in vowels.