You need map not forEach

List<Thing> functionedThings = Array.stream(things).map(thing -> functionWithReturn(thing)).collect(Collectors.toList());

Or toArray() on the stream directly if you want an array, like Holger said in the comments.

I suggest you to first try to understand Java 8 in the whole picture, most importantly in your case it will be streams, lambdas and method references.

You should never convert existing code to Java 8 code on a line-by-line basis, you should extract features and convert those.

What I identified in your first case is the following:

• You want to add elements of an input structure to an output list if they match some predicate.

Let's see how we do that, we can do it with the following:

List<Player> playersOfTeam = players.stream()
    .filter(player -> player.getTeam().equals(teamName))
    .collect(Collectors.toList());

What you do here is:

1. Turn your input structure into a stream (I am assuming here that it is of type Collection<Player>, now you have a Stream<Player>.
2. Filter out all unwanted elements with a Predicate<Player>, mapping every player to the boolean true if it is wished to be kept.
3. Collect the resulting elements in a list, via a Collector, here we can use one of the standard library collectors, which is Collectors.toList().

This also incorporates two other points:

1. Code against interfaces, so code against List<E> over ArrayList<E>.
2. Use diamond inference for the type parameter in new ArrayList<>(), you are using Java 8 after all.

Now onto your second point:

You again want to convert something of legacy Java to Java 8 without looking at the bigger picture. This part has already been answered by @IanRoberts, though I think that you need to do players.stream().filter(...)... over what he suggested.

While Lino's answer is certainly correct. I would argue that if a given person object in jrList can only ever have one corresponding match in seniorList maximum, in other words, if it's a 1-1 relationship then you can improve upon the solution given by Lino by finding the first match as follows:

List<PersonWrapper> resultSet = jrList.stream()
                .map(p -> seniorList.stream()
                        .filter(sr -> p.getName().equals(sr.getName()))
                        .findFirst()
                        .map(q -> new PersonWrapper(p, q))
                        .get())
                .collect(Collectors.toList());

or if there is no guarantee that each person in jrList will have a corresponding match in seniorList then change the above query to:

List<PersonWrapper> resultSet = jrList.stream()
                .map(p -> seniorList.stream()
                        .filter(sr -> p.getName().equals(sr.getName()))
                        .findFirst()
                        .map(q -> new PersonWrapper(p, q))
                        .orElse(null))
                .filter(Objects::nonNull)
                .collect(Collectors.toList());

The difference is that now instead of calling get() on the result of findFirst() we provide a default with orElse in case findFirst cannot find the corresponding value and then we filter the null values out in the subsequent intermediate operation as they are not needed.

The forEach method in a Collection expects a Consumer which means a function that takes a value, but doesn't return anything. That's why you can't use return true; but a return; works fine.

I you want to break out of the loop when your condition is met, it's better to use a simple for(...) loop. I assumed that the type of obj is Object:

for (Object obj : someObjects) {
  if (some_condition_met) {
    return true;
  }
}

return false;

A return in a lambda equals a continue in a for-each, but there is no equivalent to a break. You can just do a return to continue:

someObjects.forEach(obj -> {
   if (some_condition_met) {
      return;
   }
})