I have 1 object, with 2 separate parts. How do I connect the vertices to basically create a bridge joining the two? Contrl + J does not work.
What you want to use is F. Select the vertices you want to join and hit f. Ctrl + J is for joining two different objects together, not individual mesh components.
Select the faces of the areas you want to connect then hit Ctrl+E and select Bridge Edge Loops from the menu.