That has to be it. Went on the web and saw many photos. A perfect match.

Its considered a spring ephemeral wildflower.Something I wish I had.Lucky you.

No chance it's Phacelia tanacetifolia? A commonly planted green manure crop. Was it near farmland? A stray seed perhaps? A view of the leaves would help.

At first glimpse, I also, thought of a Phacelia. However, the Hydrophyllum flowers look very similar. The leaves, however, should tell you which of these it is. I can't see the leaves in your photo well enough to tell.

Hydrophyllum virginianum can be lovely, but keep an eye out. It has tendencies...

It looks like Hydrophyllum. Not uncommon in rich woods in northern New Jersey, rare in South Jersey (not much habitat for it). Past bloom now. Usually it has white or very very pale blue flowers. It does pretty well as a garden plant. Phacelia tanacetifolia would be a new plant for New Jersey. It's doubtful that we have any truly native Phacelia in the state, but Phacelia bipinnatifida turns up from time to time and seems to thrive.

This plant was found in the OP's veg patch, so whether it occurs in the wild isn't necessarily pertinent. Phacelia is a widely used green manure over here. Maybe not so common in the US?

Perhaps we could have some more photos showing the leaves and the arrangement of the flower head.

I've heard of the plant, but not as a cover crop in the northeastern states. Have never seen it. Maybe in Canada and the Midwest. But the seeds of these things get around.