Insert in this format, using the \u
that, in Javascript, denotes an Unicode number inside a string literal
$("a").attr ("data-content", "\u25BC");
From MDN Unicode escape docs:
You can use the Unicode escape sequence in string literals, regular expressions, and identifiers. The escape sequence consists of six ASCII characters: \u and a four-digit hexadecimal number. For example, \u00A9 represents the copyright symbol. Every Unicode escape sequence in JavaScript is interpreted as one character.
$("a").attr ("data-content", "\u25BC");
a::after
{
content: attr(data-content);
}
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.10.2/jquery.min.js"></script>
<a href="...">...</a>