If you are employed “at-will” it means that you can be fired at any time and for any reason as long as it is not an illegal reason. The flip side of the coin is that you are free to quit your job at any time.
Illegal reasons will usually be things like unlawful discrimination on the basis of gender, age, race, disability, and other things that are prohibited by statute. If you don't have an employment contract, then you're employed at will. And most of us don't have a contract. It's important to note that union employees do have a contract—the collective bargaining agreement. However, the large majority of employees in NJ are at will.