You should first verify that you are not subject to the J-1 "home stay" requirement. If you find that you are subject to the rule there is a process for requesting a waiver through the French consulate in the U.S. Because you entered the U.S. on a valid J-1 visa - If you are not subject to the "home Stay" requirement you may adjust status in the U.S. You are not required to return to your home country for processing if your J-1 is clear of the return requirement. As for returning to France during processing - if you file for adjustment of status in the U.S. you should not leave the U.S. until the process is complete. If you do so without an advance parole document your petitions and applications will be cancelled for abandonment.
You can apply for a green card without going back to France one you got married. I recommend applying before your current status expires. You must make sure that you are not subject to 2 year home residency under INA 212(e). I recommend hiring a lawyer unless you absolutely know what to do.
I agree with my colleague. To answer your question about whether you have to see an attorney, you can of course apply on your own and fill out the required forms. But the procedural timing aspects, and the potential consequences of what is put on the application forms are some of the reasons why some people choose to hire an attorney to assist them in the process. It may be best for you to seek the advise of an attorney to at the very least guide you in the right direction. Good luck.
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On the top of the advice given by my colleagues, I would also suggest that you request and obtain an Advisory Opinion to. Make sure that you are not a subject to the home residence requirement.
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